Performance bounds and robust control for constrained systems
2012-02-17 10:15 | ME C2 405
Dr. P. Goulart, Automatic Control Laboratory, ETHZ, Zürich, Switzerland.
This talk will describe robust control methods and performance bounds for uncertain linear systems with constraints. Computing optimal control policies for such systems is generally intractable, since the optimal controller is a nonlinear feedback law whose construction requires the solution of an infinite dimensional optimization problem. A tractable alternative is to instead parameterize the controller as affine in the uncertainty, which offers a number of numerical and theoretical benefits but is suboptimal in general. However, it is possible to estimate the degree of sub-optimality incurred by such an approach by similarly parameterizing a related dual problem with multipliers also affine in the uncertainty. This approach can provide a bound on the achievable performance by any controller over a finite or infinite horizon. Some numerical examples will be presented illustrating these bounds in comparison with receding horizon implementations of affine controllers.
