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Optimal Control for a Class of Uncertain Systems

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Coping with Uncertainty

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 581))

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Abstract

Linear dynamical control systems subject to uncertain but bounded disturbances are considered. The bounds imposed on the disturbances depend on the control magnitude and grow with the control. This situation is typical for the cases where the disturbance is due to the inaccuracy of the control implementation and often takes place in engineering applications such as transportation, aerospace, and robotic systems.

Under certain assumptions, the minimax control problem is formulated and solved. The explicit expressions for the optimal control (both open-loop and feedback) are obtained that provide the minimax to the given performance index for arbitrary but bounded disturbances. Examples are given.

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References

  1. Pontryagin, L.S., Boltyanski, V.G., Gamkrelidze, R.V., and Mishchenko, E.F. (1962): Mathematical Theory of Optimal Processes. Wiley-Interscience, New York

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  2. Chernousko, F.L. (2002): Minimax Control for One Class of Systems Under Disturbances. Doklady Mathematics 65,2, 310–313

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  3. Chernousko, F.L. (2004): Optimal Control for a Class of Systems Subjected to Disturbances. Journal of Applied Mathematics and Mechanics 68,4, 503–510.

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© 2006 Springer-Verlag Berlin Heidelberg

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Chernousko, F.L. (2006). Optimal Control for a Class of Uncertain Systems. In: Coping with Uncertainty. Lecture Notes in Economics and Mathematical Systems, vol 581. Springer, Berlin, Heidelberg . https://doi.org/10.1007/3-540-35262-7_10

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