Title :
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
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2014.2309282
