Robust Linear Quadratic Regulator for uncertain systems
Paper in proceedings, 2016

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.

Author

I. Tzortzis

University of Cyprus

C. D. Charalambous

University of Cyprus

Themistoklis Charalambous

Chalmers, Signals and Systems, Kommunikationssystem, informationsteori och antenner, Communication Systems

C. K. Kourtellaris

University of Cyprus

C. N. Hadjicostis

University of Cyprus

Proceedings of the 55th IEEE Conference on Decision and Control (CDC 2016); Las Vegas; United States; 12-14 December 2016

0743-1546 (ISSN)

Art no 7798481, Pages 1515-1520

Subject Categories

Electrical Engineering, Electronic Engineering, Information Engineering

DOI

10.1109/CDC.2016.7798481

ISBN

978-1-5090-1837-6

More information

Latest update

3/5/2018 7