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Título del libro: Robust Output Lq Optimal Control Via Integral Sliding Modes
Título del capítulo: Min-Max Multimodel LQ Control

Autores UNAM:
LEONID FRIDMAN; FRANCISCO JAVIER BEJARANO RODRIGUEZ;
Autores externos:

Idioma:

Año de publicación:
2014
Resumen:

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).


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