Model validation for robust control of uncertain systems with an integral quadratic constraint

This paper presents a new approach to the model validation problem for a class of uncertain systems in which the uncertainty is described by an integral quadratic constraint. The proposed model validation algorithm is based on the solution to a game-type Riccati differential equation and a set of state equations closely related to a robust Kalman filtering problem.

[1]  John Doyle,et al.  Model validation: a connection between robust control and identification , 1992 .

[2]  I. Petersen,et al.  Minimax optimal control of uncertain systems with structured uncertainty , 1995 .

[3]  B. Anderson,et al.  A first prin-ciples solution to the nonsingular H control problem , 1991 .

[4]  Pramod Khargonekar,et al.  A Time-Domain Approach to Model Validation , 1992, 1992 American Control Conference.

[5]  Paul M. Frank,et al.  Fault diagnosis in dynamic systems: theory and application , 1989 .

[6]  Carolyn L. Beck.  Minimality for uncertain systems and IQCs , 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

[7]  Hidenori Kimura,et al.  Input-output extrapolation-minimization theorem and its applications to model validation and robust identification , 1994 .

[8]  D. Bertsekas,et al.  Recursive state estimation for a set-membership description of uncertainty , 1971 .

[9]  Brian D. O. Anderson,et al.  Singular Optimal Control: The Linear-Quadratic Problem , 1978 .

[10]  A. Megretski.  Synthesis of robust controllers for systems with integral and quadratic constraints , 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

[11]  Frank L. Lewis,et al.  Optimal Control , 1986 .

[12]  Giovanni Muscato,et al.  Bibliography on robust control , 1993, Autom..

[13]  B. Anderson,et al.  A game theoretic approach to H ∞ control for time-varying systems , 1992 .

[14]  Sundeep Rangan,et al.  Model validation for dynamically uncertain systems , 1997 .