Robust Linear Quadratic Regulator for uncertain systems
Paper i proceeding, 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.


I. Tzortzis

University of Cyprus

C. D. Charalambous

University of Cyprus

Themistoklis Charalambous

Chalmers, Signaler och system, Kommunikation, Antenner och Optiska Nätverk

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
978-1-5090-1837-6 (ISBN)


Elektroteknik och elektronik





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