Constrained Control of Uncertain, Time-varying Linear Discrete-Time Systems Subject to Bounded Disturbances

Author

Nguyen, H.-N. ; Olaru, S. ; Gutman, P.-O. ; Hovd, M.

Author_Institution

Fac. of Civil & Environ. Eng., Technion - Israel Inst. of Technol., Haifa, Israel

Volume

60

Issue

3

fYear

2015

fDate

Mar-15

Firstpage

831

Lastpage

836

Abstract

The aim of this technical note is twofold. In the first part, robust invariance for ellipsoidal sets with respect to uncertain and/or time-varying linear discrete-time systems with bounded additive disturbances is revisited. We provide an extension of an existing invariance condition. In the second part a novel robust interpolation based control design involving several local unconstrained robust optimal controls is proposed. At each time instant a quadratic programming problem is solved on-line. Proofs of recursive feasibility and input-to-state stability are given.

Keywords

control system synthesis; discrete time systems; linear systems; optimal control; quadratic programming; robust control; time-varying systems; uncertain systems; bounded additive disturbances; ellipsoidal set; input-to-state stability; interpolation; quadratic programming problem; recursive feasibility; robust invariance; time-varying linear discrete-time system; uncertain system; unconstrained robust optimal control; Cost function; Ellipsoids; Interpolation; Robustness; Time-varying systems; Trajectory; Vectors; Optimal control; Predictive control; Quadratic programming; Uncertain systems;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.2014.2346872

Filename

6878455