Minimax optimal control of discrete-time uncertain systems with structured uncertainty

DOI10.1023/A:1008259430677MaRDI QIDQ674769zbMATH OpenOpenAlexFDO

Authors S. O. Reza Moheimani, Ian R. Petersen, A. V. Savkin

Publication date 15 September 1997

Published in Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1008259430677

zbMATH Keywords

guaranteed cost control problemlinear discrete-time systemsstructured uncertainties

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Control/observation systems with incomplete information (93C41) Discrete-time control/observation systems (93C55)

Review text

The authors present a discrete-time counterpart of their results given in [\textit{A. V. Savkin} and \textit{I. R. Petersen}, J. Optimization Theory Appl. 88, No. 2, 321-337 (1996; Zbl 0853.93065)]. A guaranteed cost control problem (see e.g. [\textit{S. S. L. Chang} and \textit{T. K. C. Peng}, IEEE Trans. Autom. Control 17, 474-483 (1972; Zbl 0259.93018)]) for linear discrete-time systems with structured uncertainties bounded by a sum quadratic constraint is considered. The model of uncertainty allows for a large class of nonlinear time-varying structured uncertainties and provides a measure of the size of initial conditions on the uncertainty dynamics. The existence of the linear state feedback guaranteed controller is guaranteed if there exists a minimal positive definite solution to a parameter dependent Riccati equation. Moreover, the authors prove that the obtained controller is a minimax optimal controller for a specific value of the initial conditon assuming that such a controller does exist. The results obtained for the standard quadratic performance index are then extended to a cost function with cross product terms of control and states. The results are illustrated by a numerical example.

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Cited in

(12)

• Finite horizon minimax optimal control of nonlinear continuous time systems with stochastic uncertainty
• Dynamic robust output min-max control for discrete uncertain systems
• Minimax control of deviations for the outputs of a linear discrete time-varying system
• Optimal guaranteed-cost control of discrete-time nonlinear uncertain systems
• Minimax Control of Discrete-Time Stochastic Systems
• Minimax optimal control of stochastic uncertain systems with relative entropy constraints
• Minimax Controls for Uncertain Parabolic Systems
• A nonlinear minimization approach to multiobjective and structured controls for discrete-time systems
• Minimax optimal control of uncertain systems with structured uncertainty
• Optimal guaranteed cost control of discrete-time linear systems subject to structured uncertainties
• Some results on guaranteeing cost strategies: full-block multipliers and fictitious games
• Minimax control of a process in a linear uncertain-stochastic system with incomplete data

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