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Robust Constrained Optimal Control and Its State-Feedback Piecewise-Affine Solution

Author(s):

A. Bemporad, F. Borrelli, M. Morari
Conference/Journal:

vol. AUT01-19
Abstract:

For discrete-time uncertain linear systems with constraints on inputs and states, we develop an approach to determine explicitly, as a state-feedback function, the solution to robust optimal control problems based on a min-max formulation. Robustness is achieved against additive norm-bounded input disturbances and/or polyhedral parametric uncertainties in the state-transition matrices. We show that the robust optimal control law is a continuous piecewise affine function of the state vector. Thus, when the optimal control law is implemented in a moving horizon scheme, the on-line computation of the resulting robust model predictive controller is reduced to a simple function evaluation.

Year:

2001
Type of Publication:

(04)Technical Report
Supervisor:



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% Autogenerated BibTeX entry
@TechReport { BemBor:2001:IFA_978,
    author={A. Bemporad and F. Borrelli and M. Morari},
    title={{Robust Constrained Optimal Control and Its State-Feedback
	  Piecewise-Affine Solution}},
    institution={},
    year={2001},
    number={},
    address={},
    month=nov,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=978}
}
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