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SIIA Público
SISTEMA INTEGRAL DE INFORMACIÓN ACADÉMICA - PÚBLICO
Título del libro: Robust Output Lq Optimal Control Via Integral Sliding Modes Título del capítulo: Min-Max Multimodel LQ Control
This chapter develops a numerical method for the optimal weight
adjustment for the min-max LQ problem, where ``max'' is taken over a
finite set of indices (models) and ``min'' is taken over the set of
admissible controls. The control turns out to be a linear combination of
the controls that are each one an optimal control when each model is
considered individually. Dealing with the control design for some
uncertain systems, there exist situations when the model of the system
cannot be defined exactly since the more adequate model can depend on
several possible scenarios. In this case the control can be designed as
a multimodel control. To design such control, the min-max approach has
been suggested where ``max'' is taken over all possible models
(scenarios) and ``min'' is taken over all admissible controls. Such
robust optimal control is shown to be a weighted combination of the
controls optimal for each individual model. Hence, the problem is
reduced to a finite-dimensional optimization problem since this robust
optimal control depends on a weighting vector belonging to the
N-dimensional simplex which should be selected providing a minimal value
for the original worst LQ functional. Finding an analytical expression
for this function as a function of the weights seems to be a very
difficult task. In the simplest cases with two (N = 2) and three (N = 3)
models, such expression can be easily obtained in a graphic form using a
standard PC. However, for more complex situations (N = 4), such cannot
be realized. That is why here we give a numerical procedure for the
corresponding weight adjustment (optimization).