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Optimal Robust Linear Quadratic Regulator for Systems Subject to Uncertainties | IEEE Journals & Magazine | IEEE Xplore

Optimal Robust Linear Quadratic Regulator for Systems Subject to Uncertainties


Abstract:

In this technical note, a robust recursive regulator for linear discrete-time systems, which are subject to parametric uncertainties, is proposed. The main feature of the...Show More

Abstract:

In this technical note, a robust recursive regulator for linear discrete-time systems, which are subject to parametric uncertainties, is proposed. The main feature of the optimal regulator developed is the absence of tuning parameters in online applications. To achieve this purpose, a quadratic cost function based on the combination of penalty function and robust weighted least-squares methods is formulated. The convergence and stability proofs for the stationary system and a numerical comparative study among the standard linear quadratic regulator, guaranteed cost and {\rm H}_{\infty} controllers are provided.
Published in: IEEE Transactions on Automatic Control ( Volume: 59, Issue: 9, September 2014)
Page(s): 2586 - 2591
Date of Publication: 03 March 2014

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