Min-max optimal control of linear systems with uncertainty and terminal state constraints

被引：23

作者：

Wu, Changzhi ^{[1
]}

Teo, Kok Lay ^{[2
]}

Wu, Soonyi ^{[3
]}

机构：

[1] Univ Ballarat, SITE, Ballarat, Vic 3353, Australia

[2] Curtin Univ Technol, Dept Math & Stat, Perth, WA 6845, Australia

[3] Natl Cheng Kung Univ, Natl Ctr Theoret Sci, Tainan 70101, Taiwan

来源：

AUTOMATICA | 2013年 / 49卷 / 06期

关键词：

Min-max optimal control; Terminal state constraints; Semi-definite programming; MODEL-PREDICTIVE CONTROL; DISCRETE-TIME-SYSTEMS; DISTURBANCE; FEEDBACK;

D O I：

10.1016/j.automatica.2013.02.052

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, a class of min-max optimal control problems with continuous dynamical systems and quadratic terminal constraints is studied. The main contribution is that the original terminal state constraint in which the disturbance is involved is transformed into an equivalent linear matrix inequality without disturbance under certain conditions. Then, the original min-max optimal control problem is solved via solving a sequence of semi-definite programming problems. An example is presented to illustrate the proposed method. (C) 2013 Elsevier Ltd. All rights reserved.

引用

页码：1809 / 1815

页数：7

共 22 条

[1]

[Anonymous], 1991, H-Optimal Control and Related Minimax Design Problems

[2]

Baillieul J., 2009, P 48 IEEE CDC

[3] OPTIMUM PERFORMANCE LEVELS FOR MINIMAX FILTERS, PREDICTORS AND SMOOTHERS [J].