An Efficient Decomposition-Based Formulation for Robust Control with Constraints
Goulart P. J. and Kerrigan E. C.
Proc. 16th IFAC World Congress on Automatic Control, July 2005Abstract
This paper is concerned with the development of an efficient computational solution method for control of linear discrete-time systems subject to bounded disturbances with mixed polytopic constraints on the states and inputs. It is shown that the non-convex problem of computing an optimal affine state feedback control policy can be solved through reparameterization to an equivalent convex problem, and that if the disturbance set is the linear map of a hypercube, then this problem may be decomposed into a coupled set of infinite horizon control problems. If the
problem involves the minimization of a quadratic cost, then this yields a highly structured quadratic program in a tractable number of variables, which can be solved with great efficiency.
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BibTex Entry
- @InProceedings{,
- author = {Goulart P. J. and Kerrigan E. C.},
- title = {An Efficient Decomposition-Based Formulation for Robust Control with Constraints},
- booktitle = {Proc. 16th IFAC World Congress on Automatic Control},
- month = {July},
- year = {2005}
- }
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