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Risk-coherent H-2-optimal disturbance rejection under model uncertainty
KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control.
KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control.ORCID iD: 0000-0002-8524-0649
KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control.ORCID iD: 0000-0003-0355-2663
2017 (English)In: IFAC PAPERSONLINE, ELSEVIER SCIENCE BV , 2017, Vol. 50, no 1, p. 15530-15535Conference paper, Published paper (Refereed)
Abstract [en]

A control design procedure for disturbance rejection, when the disturbance model is uncertain, is proposed. We use the probabilistic information about the process disturbance model to design a controller to account for the uncertainty by using a risk-theoretical approach. By introducing the notion of coherent measures of risk, we analyze standard approaches to account for this uncertainty, and we intend to show that the conditional value-at-risk (CVaR) is an appropriate function to measure the uncertainty in the disturbance model. We also derive a convex formulation for the controller design problem when the Youla parameter is linearly parametrized. A numerical example illustrates the main discussion of this article.

Place, publisher, year, edition, pages
ELSEVIER SCIENCE BV , 2017. Vol. 50, no 1, p. 15530-15535
Keywords [en]
disturbance rejection (linear case), control problems under conflict and uncertainties, output feedback control (linear case), H-2-control
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-224095DOI: 10.1016/j.ifacol.2017.08.2137ISI: 000423965400108OAI: oai:DiVA.org:kth-224095DiVA, id: diva2:1190316
Conference
20th World Congress of the International-Federation-of-Automatic-Control (IFAC), JUL 09-14, 2017, Toulouse, FRANCE
Note

QC 20180314

Available from: 2018-03-14 Created: 2018-03-14 Last updated: 2018-03-14Bibliographically approved

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Valenzuela, Patricio EstebanRojas, Cristian R.

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  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
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  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
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  • Other locale
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Output format
  • html
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