Robust Optimal Control of Continuous Linear Quadratic System Subject to Disturbances
In this chapter, the robust optimal control of linear quadratic system is considered. This problem is first formulated as a minimax optimal control problem. We prove that it admits a solution. Based on this result, we show that this infinite-dimensional minimax optimal control problem can be approxi...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Book Chapter |
| Published: |
Springer
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/38496 |
| _version_ | 1848755335865565184 |
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| author | Wu, Changzhi Wang, Xiangyu Teo, Kok Lay Jiang, L. |
| author2 | Honglei Xu |
| author_facet | Honglei Xu Wu, Changzhi Wang, Xiangyu Teo, Kok Lay Jiang, L. |
| author_sort | Wu, Changzhi |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | In this chapter, the robust optimal control of linear quadratic system is considered. This problem is first formulated as a minimax optimal control problem. We prove that it admits a solution. Based on this result, we show that this infinite-dimensional minimax optimal control problem can be approximated by a sequence of finite-dimensional minimax optimal parameter selection problems. Furthermore, these finite-dimensional minimax optimal parameter selection problems can be transformed into semi-definite programming problems or standard minimization problems. A numerical example is presented to illustrate the developed method. |
| first_indexed | 2025-11-14T08:54:41Z |
| format | Book Chapter |
| id | curtin-20.500.11937-38496 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:54:41Z |
| publishDate | 2014 |
| publisher | Springer |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-384962023-02-27T07:34:32Z Robust Optimal Control of Continuous Linear Quadratic System Subject to Disturbances Wu, Changzhi Wang, Xiangyu Teo, Kok Lay Jiang, L. Honglei Xu Xiangyu Wang In this chapter, the robust optimal control of linear quadratic system is considered. This problem is first formulated as a minimax optimal control problem. We prove that it admits a solution. Based on this result, we show that this infinite-dimensional minimax optimal control problem can be approximated by a sequence of finite-dimensional minimax optimal parameter selection problems. Furthermore, these finite-dimensional minimax optimal parameter selection problems can be transformed into semi-definite programming problems or standard minimization problems. A numerical example is presented to illustrate the developed method. 2014 Book Chapter http://hdl.handle.net/20.500.11937/38496 10.1007/978-94-017-8044-5_2 Springer restricted |
| spellingShingle | Wu, Changzhi Wang, Xiangyu Teo, Kok Lay Jiang, L. Robust Optimal Control of Continuous Linear Quadratic System Subject to Disturbances |
| title | Robust Optimal Control of Continuous Linear Quadratic System Subject to Disturbances |
| title_full | Robust Optimal Control of Continuous Linear Quadratic System Subject to Disturbances |
| title_fullStr | Robust Optimal Control of Continuous Linear Quadratic System Subject to Disturbances |
| title_full_unstemmed | Robust Optimal Control of Continuous Linear Quadratic System Subject to Disturbances |
| title_short | Robust Optimal Control of Continuous Linear Quadratic System Subject to Disturbances |
| title_sort | robust optimal control of continuous linear quadratic system subject to disturbances |
| url | http://hdl.handle.net/20.500.11937/38496 |