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Performance bounds for min-max uncertain constrained systems

Author(s):

B. P. Van Parys, P.J. Goulart, M. Morari
Conference/Journal:

IFAC Conference on Nonlinear Model Predictive Control, Noordwijkerhout, Nederland, vol. 4, pp. 107-112
Abstract:

We present a method to bound the performance of causal controllers for uncertain linear systems with mixed state and input constraints. The performance is measured by the worst-case value (over all possible disturbance inputs) of a convex piecewise linear cost function over a finite horizon. Our method computes a causal affine control policy that satisfies the constraints robustly, while simultaneously providing a lower bound on the achievable performance of this, or any other causal control policy constructed by any other method. The controller and performance guarantee can be found by solving a number of convex conic optimization problems which are closely connected.

Year:

2012
Type of Publication:

(01)Article
Supervisor:



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% Autogenerated BibTeX entry
@InProceedings { ParGou:2012:IFA_4064,
    author={B. P. Van Parys and P.J. Goulart and M. Morari},
    title={{Performance bounds for min-max uncertain constrained
	  systems}},
    booktitle={IFAC Conference on Nonlinear Model Predictive Control},
    pages={107--112},
    year={2012},
    address={Noordwijkerhout, Nederland},
    month=aug,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=4064}
}
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