Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Risk-Coherent H-optimal Filter Design Under Model Uncertainty with Applications to MISO Control
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0002-6322-7857
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0003-0355-2663
2019 (English)In: 2019 18th European Control Conference, ECC 2019, Institute of Electrical and Electronics Engineers (IEEE), 2019, p. 1461-1466, article id 8795947Conference paper, Published paper (Refereed)
Abstract [en]

This work presents a framework to address the problem of designing discrete-time LTI (linear and time-invariant) multiple-input and multiple-output (MIMO) filters, aiming to optimize the performance of a system when model uncertainty is considered. Additionally, we present an interesting application to control design for disturbance rejection under model uncertainty. To account for this uncertainty we employ coherent measures of risk, which are a family of measures in theory of risk. We particularly discuss which measures are suitable by comparing the conditional value-at-risk (CVaR) to other three common designs. Using a scenario approach, we derive a convex optimization problem based on linear matrix inequalities (LMIs), whose solution minimizes the risk of falling into poor mathcal{H}{ infty} performance. Finally, we present an application to multiple-input and single-output (MISO) control design under model uncertainty in the auto-covariance function of the output noise, comparing approaches minimizing different notions of risk.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2019. p. 1461-1466, article id 8795947
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-256077DOI: 10.23919/ECC.2019.8795947ISI: 000490488301079Scopus ID: 2-s2.0-85071597588ISBN: 9783907144008 (print)OAI: oai:DiVA.org:kth-256077DiVA, id: diva2:1343819
Conference
18th European Control Conference, ECC 2019; Naples; Italy; 25 June 2019 through 28 June 2019
Note

QC 20190827

Available from: 2019-08-19 Created: 2019-08-19 Last updated: 2019-11-14Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopusConference webpageConference proceedings

Authority records BETA

Müller, Matias I.Rojas, Cristian R.

Search in DiVA

By author/editor
Müller, Matias I.Rojas, Cristian R.
By organisation
Decision and Control Systems (Automatic Control)
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 20 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf