Optimal Robust Linear Quadratic Regulator for Systems Subject to Uncertainties

Author

Terra, M.H. ; Cerri, Joao P. ; Ishihara, J.Y.

Author_Institution

Dept. of Electr. Eng., Univ. of Sao Paulo, Sao Carlos, Brazil

Volume

59

Issue

9

fYear

2014

fDate

Sept. 2014

Firstpage

2586

Lastpage

2591

Abstract

In this technical note, a robust recursive regulator for linear discrete-time systems, which are subject to parametric uncertainties, is proposed. The main feature of the optimal regulator developed is the absence of tuning parameters in online applications. To achieve this purpose, a quadratic cost function based on the combination of penalty function and robust weighted least-squares methods is formulated. The convergence and stability proofs for the stationary system and a numerical comparative study among the standard linear quadratic regulator, guaranteed cost and H_∞ controllers are provided.

Keywords

H^∞ control; discrete time systems; least squares approximations; linear quadratic control; optimal control; robust control; uncertain systems; H_∞ controllers; convergence proofs; linear discrete-time systems; linear quadratic regulator; online applications; optimal regulator; optimal robust linear quadratic regulator; parametric uncertainties; penalty function; quadratic cost function; robust recursive regulator; robust weighted least-squares methods; stability proofs; tuning parameters; Closed loop systems; Convergence; Numerical stability; Regulators; Robustness; Standards; Uncertainty; Discrete-time systems; Riccati Equation; least squares; min-max problem; penalty function; robust regulator;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.2014.2309282

Filename

6754186