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Robust control under parametric uncertainty via primal-dual convex analysis

A numerical method is proposed for optimal robust control synthesis. The method applies to the case when the coefficients of the characteristic polynomial depend linearly on the uncertain parameters. A primal/dual pair of infinite-dimensional convex problems is solved by successive finite-dimensiona...

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Bibliographic Details
Published in:IEEE transactions on automatic control 2002-04, Vol.47 (4), p.632-636
Main Authors: Ghulchak, A., Rantzer, A.
Format: Article
Language:English
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Summary:A numerical method is proposed for optimal robust control synthesis. The method applies to the case when the coefficients of the characteristic polynomial depend linearly on the uncertain parameters. A primal/dual pair of infinite-dimensional convex problems is solved by successive finite-dimensional approximations. The primal/dual pair has no duality gap, and both upper and lower bounds produced by the approximations converge monotonically to the optimal value.
ISSN:0018-9286
1558-2523
DOI:10.1109/9.995040