Robust Linear Quadratic Regulator for uncertain systems
Charalambous, Charalambos D.
Kourtellaris, C. K.
Hadjicostis, Christoforos N.
PublisherInstitute of Electrical and Electronics Engineers Inc.
Source2016 IEEE 55th Conference on Decision and Control, CDC 2016
2016 IEEE 55th Conference on Decision and Control, CDC 2016
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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.