Worst Case Output of Uncertain Systems, Report No. 2347
نویسنده
چکیده
The numerical solution of the problem treated in this paper is an important step within a couple of recently developed controller-design procedures, dealing with multivariable or uncertain systems subject to hard-bounded control signals. We determine the worst case output amplitude of stable systems, excited with an input signal that is bounded in amplitude and rate. In the case of SISO systems, this problem can be solved via Linear Programming and a numerical algorithm is presented. This is a significant computational simplification compared to the solution used so far. The same framework can be applied for multivariable systems. A consequence of the Linear Programming approach is that uncertain systems, affinely parameterized in the uncertain parameter vector, can be treated via Quadratic Programming.
منابع مشابه
Robust DEA under discrete uncertain data: a case study of Iranian electricity distribution companies
Crisp input and output data are fundamentally indispensable in traditional data envelopment analysis (DEA). However, the real-world problems often deal with imprecise or ambiguous data. In this paper, we propose a novel robust data envelopment model (RDEA) to investigate the efficiencies of decision-making units (DMU) when there are discrete uncertain input and output data. The method is based ...
متن کاملBi-Level Optimization of Microgrids Considering Electric Vehicles under the Worst Conditions of Renewable Resource Output
In this paper, a two-level optimization model of mixed quadratic integer programming (MIQP) is presented in order to optimally operate microgrids under worst-case output conditions of renewable energy sources. This two-level model is divided into two high-level and low-level problems. In the high-level problem, the goal is to reduce energy loss and load shedding in the demand response program, ...
متن کاملBounds for Input- and State-to-Output Properties of Uncertain Linear Systems
We consider the effect of parametric uncertainty on properties of Linear Time Invariant systems. Traditional approaches to this problem determine the worst-case gains of the system over the uncertainty set. Whilst such approaches are computationally tractable, the upper bound obtained is not necessarily informative in terms of assessing the influence of the parameters on the system performance....
متن کاملMinimax LQG Control of Stochastic Partially Observed Uncertain Systems
We consider an infinite-horizon linear-quadratic minimax optimal control problem for stochastic uncertain systems with output measurement. A new description of stochastic uncertainty is introduced using a relative entropy constraint. For the stochastic uncertain system under consideration, a connection between the worst-case control design problem and a specially parametrized risk-sensitive sto...
متن کاملReduced-order robust adaptive control design of uncertain SISO linear systems
In this paper, a stability and robustness preserving adaptive controller order-reduction method is developed for a class of uncertain linear systems affected by system and measurement noises. In this method, we immediately start the integrator backstepping procedure of the controller design without first stabilizing a filtered dynamics of the output. This relieves us from generating the referen...
متن کامل