Title :
Robust control under parametric uncertainty via primal-dual convex analysis
Author :
Ghulchak, Andrey ; Rantzer, Anders
Author_Institution :
Dept. of Autom. Control, Lund Inst. of Technol., Sweden
fDate :
4/1/2002 12:00:00 AM
Abstract :
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
Keywords :
convex programming; optimal control; robust control; characteristic polynomial; convex optimization; infinite-dimensional convex problems; lower bounds; optimal robust control synthesis; parametric uncertainty; primal-dual convex analysis; primal/dual pair; robust control; robust stabilization; successive finite-dimensional approximations; uncertain parameters; upper bounds; Control system synthesis; Control systems; Design methodology; Frequency response; Linear systems; Polynomials; Robust control; Robust stability; Robustness; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on