论文标题
使用积分二次约束的有限地平线鲁棒合成
Finite Horizon Robust Synthesis Using Integral Quadratic Constraints
论文作者
论文摘要
我们提出了有限范围内不确定线性时变(LTV)系统的强大合成算法。不确定的系统被描述为已知LTV系统和扰动的互连。扰动的输入输出行为由时间域积分二次约束(IQC)指定。目的是合成控制器,以最大程度地减少最坏情况的性能。这导致了非凸优化。所提出的方法在LTV合成步骤和IQC分析步骤之间交替。两种诱导的$ \ MATHCAL {L} _2 $和Euclidean Norm norm norm norm inturom in Eutture均被考虑用于有限的地平线性能。所提出的算法确保在每个迭代步骤中都有稳健的性能是不进取的。使用数值示例证明了该方法的有效性。
We present a robust synthesis algorithm for uncertain linear time-varying (LTV) systems on finite horizons. The uncertain system is described as an interconnection of a known LTV system and a perturbation. The input-output behavior of the perturbation is specified by time-domain Integral Quadratic Constraints (IQCs). The objective is to synthesize a controller to minimize the worst-case performance. This leads to a non-convex optimization. The proposed approach alternates between an LTV synthesis step and an IQC analysis step. Both induced $\mathcal{L}_2$ and terminal Euclidean norm penalties on output are considered for finite horizon performance. The proposed algorithm ensures that the robust performance is non-increasing at each iteration step. The effectiveness of this method is demonstrated using numerical examples.