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  • 标题:Risk-coherent H 2-optimal disturbance rejection under model uncertainty
  • 本地全文:下载
  • 作者:Matias I. Müller ; Patricio E. Valenzuela ; Cristian R. Rojas
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2017
  • 卷号:50
  • 期号:1
  • 页码:15530-15535
  • DOI:10.1016/j.ifacol.2017.08.2137
  • 语种:English
  • 出版社:Elsevier
  • 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
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