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Affine Feedback Policies for Robust Control with Constraints

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Abstract:
Standard methods for finite horizon optimal control of constrained linear systems typically do not provide robustness guarantees, and are prone to failure in the presence of disturbances or modeling uncertainties. Existing techniques for incorporating robustness by explicitly accounting for uncertainty are generally either very conservative or computationally intractable, precluding their implementation in online control schemes. This intractability arises from the requirement that the controller generate a sequence of feedback control laws, rather than an open-loop sequence of control actions. A new approach for the control of uncertain constrained systems will be described, where the feedback law at each time step is parameterized as an affine function of prior system states. By exploiting recently developed methods in robust optimization, this problem can be reformulated as a tractable convex optimization problem, making it amenable to implementation in real systems. Control schemes based on receding horizon implementations of these policies will also be presented, with application to min-max and LQR control problems.

Type of Seminar:
Public Seminar
Speaker:
Dr. Paul Goulart
Department of Engineering, University of Cambridge, UK
Date/Time:
May 15, 2007   17:15
Location:

ETH Zentrum, Gloriastrasse 35, Building ETZ, Room E 6
Contact Person:

Prof. John Lygeros
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Biographical Sketch:
Paul Goulart is currently a postdoctoral research associate in the Department of Engineering, University of Cambridge. He received his BSc (1998) and MSc (2001) degrees in Aeronautics and Astronautics from the Massachusetts Institute of Technology (MIT). He was selected as a Gates Scholar at the University of Cambridge, where he received a PhD in Control Engineering in 2007. From 1998 to 2002 he was an engineer in the Flight Operations Group of the Chandra X-Ray Observatory, and from 2002 to 2003 was a research engineer in the Autonomous Systems Group at the Charles Stark Draper Laboratory. From July 2007 he will be a lecturer in the Department of Aeronautics at Imperial College London.