Skip to main content

Quantified inequalities and robust control

  • Part II Robust Control
  • Conference paper
  • First Online:
Robustness in identification and control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 245))

Abstract

This paper studies the relationship between quantified multivariable polynomial inequalities and robust control problems. We show that there is a hierarchy to the difficulty of control problems expressed as polynomial inequalities and a similar hierarchy to the methods used to solve them. At one end, we have quantifier elimination methods which are exact, but doubly exponential in their computational complexity and thus may only be used to solve small size problems. The Branch-and-Bound methods sacrifice the exactness of quantifier elimination to approximately solve a larger class of problems, while Monte Carlo and statistical learning methods solve very large problems, but only probabilistically. We also present novel sequential learning methods to illustrate the power of the statistical methods.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. C. Abdallah, P. Dorato, W. Yang, R. Liska, and S. Steinberg. Application of quantifier elimination theory to control system design. In Proceedings of the 4th IEEE Mediterranean Symposium on Control & Automation, pages 41–44, Chania, Crete, Greece, 1996.

    Google Scholar 

  2. J. Ackermann, H. Hu, and D. Kaesbauer. Robustness analysis: A case study. In Proc. IEEE Conf. on Dec. and Control, pages 86–91, Austin, TX, 1988.

    Google Scholar 

  3. B. Anderson, N. Bose, and E. Jury. Output Feedback and related problems-Solution via Decision Methods. IEEE Trans. on Automatic Control, AC-20:53–65, 1975.

    Article  MathSciNet  Google Scholar 

  4. E. Bai, R. Tempo, and M. Fu. Worst case properties of the uniform distribution and randomized algorithms for robustness analysis. In Proc. IEEE American Control Conf., pages 861–865, Albuquerque, NM, 1997.

    Google Scholar 

  5. B. Barmish and C. Lagoa. The uniform distribution: A rigorous justification for its use in robustness analysis. Mathematics of Control, Signals, and Systems, 10:203–222, 1997.

    Article  MATH  MathSciNet  Google Scholar 

  6. B. Barmish, C. Lagoa, and R. Tempo. Radially truncated uniform distributions for probabilistic robustness of control systems. In Proc. IEEE American Control Conf., pages 853–857, Albuquerque, NM, 1997.

    Google Scholar 

  7. B. Barmish and R. Tempo. Probabilistic robustness: A new line of research. Tutorial Workshop, CDC San Diego, CA, 1997.

    Google Scholar 

  8. S. Basu, R. Pollack, and M. Roy. On the combinatorial and algebraic complexity of quantifier elimination. In Proceedings of the 35th Symposium on Foundations of Computer Science, pages 632–641, Santa Fe, NM, 1994.

    Google Scholar 

  9. V. Blondel. Simultaneous Stabilization of Linear Systems. 1st edition, Springer-Verlag, London, 1994.

    MATH  Google Scholar 

  10. V. Blondel and J. Tsitsiklis. NP-hardness of some linear control design problems. SIAM Journal of Control and Optimization, 35:2118–2127, 1997.

    Article  MATH  MathSciNet  Google Scholar 

  11. X. Chen and K. Zhou. On the probabilistic characterization of model uncertainty and robustness. In Proc. IEEE Conf. on Dec. and Control, pages 3816–3821, San Diego, CA, 1997.

    Google Scholar 

  12. X. Chen and K. Zhou. A probabilistic approach for robust control. In Proc. IEEE Conf. on Dec. and Control, pages 4894–4895, San Diego, CA, 1997.

    Google Scholar 

  13. X. Chen and K. Zhou. Constrained optimal synthesis and robustness analysis by randomized algorithms. In Proc. IEEE American Control Conf., pages 1429–1433, Philadelphia, PA, 1998. Vol. 33.

    Google Scholar 

  14. G. Coxson. Computational Complexity of Robust Stability and Regularity in Families of Linear Systems. PhD thesis, The University of Wisconsin-Madison, 1993.

    Google Scholar 

  15. L. Devroy, L. Györfi, and G. Lugosi. A probabilistic theory of pattern recognition. Springer-Verlag, Berlin, 1996.

    Google Scholar 

  16. P. Dorato, W. Yang, and C. Abdallah. Robust Multi-Objective Feedback Design by Quantifier Elimination. J. Symbolic Computation, 24:153–159, 1997.

    Article  MATH  MathSciNet  Google Scholar 

  17. M. Garey and D. Johnson. Computers and Intractability: A Guide to the Theory of NP-Completeness. W.H. Freeman and Co., New York, N.Y., 1979.

    MATH  Google Scholar 

  18. M. Jirstrand. Algebraic methods for modeling and design in control. PhD thesis, Linköping University — Sweden, 1996. Thesis Nr. 540.

    Google Scholar 

  19. P. Khargonekar and A. Tikku. Randomized algorithms for robust control analysis and synthesis have polynomial complexity. In Proc. IEEE Conf. on Dec. and Control, pages 3470–3475, Kobe, Japan, 1996.

    Google Scholar 

  20. V. Koltchinskii, C. T. Abdallah, M. Ariola, P. Dorato, and D. Panchenko. Statistical Learning Control of Uncertain Systems: It is better than it seems. Technical Report EECE 99-001, EECE Department, The University of New Mexico, 1999. Submitted to Trans. Auto. Control, Feb. 1999.

    Google Scholar 

  21. L.H. Lee and K. Poolla. Statistical validation for uncertainty models. In B. Francis and A.R. Tannenbaum, editors, Feedback Control, Nonlinear Systems, and Complexity, pages 131–149, Springer Verlag, London, 1995.

    Chapter  Google Scholar 

  22. S. Malan, M. Milanese, and M. Taragna. Robust analysis and design of control systems using interval arithmetic. Automatica, 33:1364–1372, 1997.

    Article  MathSciNet  Google Scholar 

  23. S. Malan, M. Milanese, M. Taragna, and J. Garloff. b 3 algorithm for robust performance analysis in presence of mixed parametric and dynamic perturbations. In Proc. IEEE Conf. on Dec. and Control, pages 128–133, Tucson, AZ, 1992.

    Google Scholar 

  24. A. Nemirovskii. Several NP-hard problems arising in robust stability analysis. Mathematics of Control, Signals, and Systems, 6:99–105, 1993.

    Article  MATH  MathSciNet  Google Scholar 

  25. S. Poljak and J. Rohn. Checking robust nonsigularity is NP-hard. Mathematics of Control, Signals, and Systems, 6:1–9, 1993.

    Article  MATH  MathSciNet  Google Scholar 

  26. L. Ray and R. Stengel. A Monte Carlo approach to the analysis of control system robustness. Automatica, 29:229–236, 1993.

    Article  MATH  MathSciNet  Google Scholar 

  27. R. Stengel and C. I. Marrison. Robustness of Solutions to a Benchmark Control Problem. Journal of Guidance, Control, and Dynamics, 15(5):1060–1067, 1992.

    Article  MATH  MathSciNet  Google Scholar 

  28. A. Tarski. A Decision Method for Elementary Algebra and Geometry. 2nd Ed. Univ. of California Press, Berkeley, 1951.

    MATH  Google Scholar 

  29. R. Tempo, E. Bai, and F. Dabbene. Probabilistic robustness analysis: Explicit bounds for the minimum number of samples. Systems and Control Letters, 30:237–242, 1997.

    Article  MATH  MathSciNet  Google Scholar 

  30. O. Toker and H. Özbay. “On the NP-hardness of solving bilinear matrix inequalities and simultaneous stabilization with static output feedback”. Proc. IEEE American Control Conf., pages 2056–2064, June 1995.

    Google Scholar 

  31. V. Vapnik and A. Chervonenkis. Weak convergence of empirical processes. Theory of Probability and its Applications, 16:264–280, 1971.

    Article  MATH  Google Scholar 

  32. M. Vidyasagar. A Theory of Learning and Generalization with Applications to Neural Networks and Control Systems. Springer-Verlag, Berlin, 1996.

    Google Scholar 

  33. M. Vidyasagar. Statistical learning theory and its applications to randomized algorithms for robust controller synthesis. In European Control Conference (ECC97), volume Plenary Lectures and Mini-Courses, pages 162–190, Brussels, Belgium, 1997.

    Google Scholar 

  34. M. Vidyasagar. A Theory of Learning and Generalization. Springer-Verlag, London, 1997.

    MATH  Google Scholar 

  35. M. Vidyasagar. Statistical learning theory and randomized algorithms for control. IEEE Control Systems Magazine, 18(6):69–85, 1998.

    Article  Google Scholar 

  36. E. Walter and L. Jaulin. Guaranteed characterization of stability domains via set inversion. IEEE Trans. Aut. Control, 39(4):886–889, 1994.

    Article  MATH  MathSciNet  Google Scholar 

  37. B. Wie and D. S. Bernstein. A Benchmark Problem for Robust Control Design. In Proceedings of the 1990 American Control Conference, pages 961–962, San Diego, CA, May 1990.

    Google Scholar 

  38. M. Zettler, and J. Garloff Robustness analysis of polynomial parameter dependency using Bernstein expansion. IEEE Trans. Aut. Control, 43:425–431, 1998.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

A. Garulli (Assistant Professor)A. Tesi (Assistant Professor)

Rights and permissions

Reprints and permissions

Copyright information

© 1999 Springer-Verlag London Limited

About this paper

Cite this paper

Abdallah, C.T., Ariola, M., Dorato, P., Koltchinskii, V. (1999). Quantified inequalities and robust control. In: Garulli, A., Tesi, A. (eds) Robustness in identification and control. Lecture Notes in Control and Information Sciences, vol 245. Springer, London. https://doi.org/10.1007/BFb0109881

Download citation

  • DOI: https://doi.org/10.1007/BFb0109881

  • Published:

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-85233-179-5

  • Online ISBN: 978-1-84628-538-7

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics