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This article is cited in 4 scientific papers (total in 4 papers)
Linear quadratic regulator: II. Robust formulations
M. V. Khlebnikova, P. S. Shcherbakovba a Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
b Institute for Systems Analysis, Russian Academy of Sciences, Moscow, Russia
Abstract:
The classical linear quadratic regulation problem is considered in the robust formulations where the matrices of the system and/or initial conditions are not know precisely. Several approaches are proposed where the quadratic cost is minimized against the worst-case uncertainties. Finding such controllers is performed via reducing the matrix Riccati equation with uncertainty to a single linear matrix inequality. The properties of the solutions are discussed and the comparison with previously known approaches is performed.
Keywords:
linear quadratic regulator, uncertainty, robustness, linear matrix inequalities.
Received: 19.07.2018 Revised: 14.09.2018 Accepted: 08.11.2018
Citation:
M. V. Khlebnikov, P. S. Shcherbakov, “Linear quadratic regulator: II. Robust formulations”, Avtomat. i Telemekh., 2019, no. 10, 115–131; Autom. Remote Control, 80:10 (2019), 1847–1860
Linking options:
https://www.mathnet.ru/eng/at15367 https://www.mathnet.ru/eng/at/y2019/i10/p115
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Abstract page: | 274 | Full-text PDF : | 231 | References: | 32 | First page: | 22 |
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