Optimization of Output Feedback Control Under Set-Membership Uncertainty

A. B. Kurzhanski () and P. Varaiya ()
Additional contact information
A. B. Kurzhanski: Moscow State (Lomonosov) University
P. Varaiya: University of California at Berkeley

Journal of Optimization Theory and Applications, 2011, vol. 151, issue 1, No 2, 32 pages

Abstract: Abstract This paper presents a description of solution approaches to the problem of output feedback control under unknown but bounded disturbances with hard bounds on the controls and the uncertain items. The problem is treated within a finite horizon which requires to track the system dynamics throughout the whole time interval rather than through asymptotic properties. The demand for such solutions is motivated by increasing number of applications. The suggested approaches are designed as a combination of Hamiltonian techniques in the form of generalized dynamic programming with those of set-valued analysis and problems on minimax. The paper indicates the crucial role of properly selecting the on-line generalized state of the system in the form of information states or information sets. The description ranges from theoretical schemes to computational routes with emphasis on the possibility of treating the overall problem through only finite-dimensional methods. The results apply to nonlinear systems, with more details for linear models. It turns out that in the last case, while moving through calculations, one may avoid the fairly difficult stage of integrating HJB equations. The procedures are here confined to ordinary differential equations and ellipsoidal or polyhedral techniques. The suggested schemes are also quite appropriate for parallel computation.

Keywords: Output feedback control; Information state; Guaranteed state estimation; HJB equations; Set-valued analysis; Minmax methods; Parallel computation; Complex systems (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-011-9861-z Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:151:y:2011:i:1:d:10.1007_s10957-011-9861-z

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-011-9861-z

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().