摘要:AbstractA 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.
关键词:Keywordsdisturbance rejection (linear case)control problems under conflictuncertaintiesoutput feedback control (linear case)H2-control