TY - JOUR
T1 - On the Design of Robust Controllers for Arbitrary Uncertainty Structures
AU - Lagoa, Constantino M.
AU - Li, Xiang
AU - Sznaier, Mario
N1 - Funding Information:
Manuscript received March 27, 2003; revised June 25, 2003. Recommended by Associate Editor T. Iwasaki. This work was supported by the National Science Foundation under Grant ECS-9984260 and Grant ECS-0115946, and by the Air Force Office of Scientific Research under Grant AFSOR-F49620-00-1-0020.
PY - 2003/11
Y1 - 2003/11
N2 - The focal point of this note is the design of robust controllers for linear time-invariant uncertain systems. Given bounds on performance (defined by a convex performance evaluator) the algorithm converges to a controller that robustly satisfies the specifications. The procedure introduced has its basis on stochastic gradient algorithms and it is proven that the probability of performance violation tends to zero with probability one. Moreover, this algorithm can be applied to any uncertain plant, independently of the uncertainty structure. As an example of application of this new approach, we demonstrate its usefulness in the design of robust H2 controllers.
AB - The focal point of this note is the design of robust controllers for linear time-invariant uncertain systems. Given bounds on performance (defined by a convex performance evaluator) the algorithm converges to a controller that robustly satisfies the specifications. The procedure introduced has its basis on stochastic gradient algorithms and it is proven that the probability of performance violation tends to zero with probability one. Moreover, this algorithm can be applied to any uncertain plant, independently of the uncertainty structure. As an example of application of this new approach, we demonstrate its usefulness in the design of robust H2 controllers.
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U2 - 10.1109/TAC.2003.819304
DO - 10.1109/TAC.2003.819304
M3 - Article
AN - SCOPUS:0345690109
SN - 0018-9286
VL - 48
SP - 2061
EP - 2065
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
IS - 11
ER -