Robust Design of Linear Control Laws for Constrained Nonlinear Dynamic Systems

Abstract In this paper we present techniques to solve robust optimal control problems for nonlinear dynamic systems in a conservative approximation. Here, we assume that the nonlinear dynamic system is affected by a time-varying uncertainty whose L-infinity norm is known to be bounded. By employing specialized explicit upper estimates for the nonlinear terms in the dynamics we propose a strategy to design a linear control law which guarantees that given constraints on the states and controls are robustly satisfied when running the system in closed-loop mode. Finally, the mathematical techniques are illustrated by applying them to a tutorial example.