Robust Linear Quadratic Regulator for uncertain systems
Date
2016Author
Tzortzis, I.Charalambous, Charalambos D.
Charalambous, T.
Kourtellaris, C. K.
Hadjicostis, Christoforos N.
ISBN
978-1-5090-1837-6Publisher
Institute of Electrical and Electronics Engineers Inc.Source
2016 IEEE 55th Conference on Decision and Control, CDC 20162016 IEEE 55th Conference on Decision and Control, CDC 2016
Pages
1515-1520Google Scholar check
Metadata
Show full item recordAbstract
This paper develops a Linear Quadratic Regulator (LQR), which is robust to disturbance variability, by using the total variation distance as a metric. The robust LQR problem is formulated as a minimax optimization problem, resulting in a robust optimal controller which in addition to minimizing the quadratic cost it also minimizes the level of disturbance variability. A procedure for solving the LQR problem is also proposed and an example is presented which clearly illustrates the effectiveness of our developed methodology. © 2016 IEEE.