论文标题
通过方案方法稳定且强大的LQR设计
Stable and Robust LQR Design via Scenario Approach
论文作者
论文摘要
线性二次调节器(LQR)设计是最古典的最佳控制问题之一,其众所周知的解决方案是以状态反馈表示的输入序列。在这项工作中,有限的 - 摩尼子和离散时间LQR在稳定性约束和不确定的系统动力学下解决。由此产生的反馈控制器可以平衡成本价值和闭环稳定性。使用方案方法对解决方案的鲁棒性进行建模,而无需对系统矩阵中的不确定性进行任何概率描述。在Leslie增长模型上测试并进行了比较,在该模型中,我们控制了种群规模,同时最大程度地减少了合适的有限马成本函数。
Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under stability constraints and uncertain system dynamics. The resulting feedback controller balances cost value and closed-loop stability. Robustness of the solution is modeled using the scenario approach, without requiring any probabilistic description of the uncertainty in the system matrices. The new methods are tested and compared on the Leslie growth model, where we control population size while minimizing a suitable finite-horizon cost function.