Nonlinear Robust Optimization of Uncertainty Affine Dynamic Systems under the L-infinity Norm

Authors

B. Houska, M. Diehl

Reference

In Proceedings of the
IEEE Multi-Conference on Systems and Control,
Yokohama, Japan, pages 1091 - 1096, 2010.

Abstract

In this paper, we discuss robust optimal control techniques for dynamic systems which are affine in the uncertainty. Here, the uncertainty is assumed to be time-dependent but bounded by an L-infinity norm. We are interested in finding a tight upper bound for the worst case excitation of the inequality state constraints requiring to solve a parameterized lower-level maximization problem. In this paper, we suggest to replace this lower level maximization problem by an equivalent minimization problem using a special version of modified Lyapunov equations. This new reformulation offers advantages for robust optimal control problems where the uncertainty is time-dependent, i.e. infinite dimensional, while the inequality state constraints need to be robustly regarded on the whole time horizon.

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Bibtex

@INPROCEEDINGS{Houska2010,
author = {B. Houska and M. Diehl},
title = {Nonlinear Robust Optimization of Uncertainty Affine Dynamic Systems under the L-infinity Norm},
booktitle = {In Proceedings of the IEEE Multi-Conference on Systems and Control, Yokohama, Japan},
pages = {1091–1096},
year = {2010}
}