Journal article
Active set solver for min-max robust control with state and input constraints
- Abstract:
- This paper proposes an online active set strategy for computing the dynamic programming solution to a min-max robust optimal control problem with quadratic H1 stage cost for linear systems with linear state and input constraints in the presence of bounded disturbances. The solver determines the optimal active constraint set for a given plant state using an iterative procedure which computes the optimal sequence of feedback laws for a candidate active set and updates the active set by performing a line search in state space. The computational complexity of each iteration depends linearly on the length of the prediction horizon. The main contribution of the paper is its treatment of degeneracy caused by linearly dependent state and input constraints and its efficient handling is a crucial step in formulating the active set algorithm. The proposed approach ensures the continuity of optimal control laws along the line-of-search, thus enabling an efficient solution method based on homotopy. Conditions for global optimality are given and the convergence of the active set solver is established using the geometric properties of an associated multi-parametric programming problem. A receding horizon control strategy is proposed, which ensures a specified l2-gain from the disturbance input to the state and control inputs in the presence of linearly dependent constraints
- Publication status:
- Published
- Peer review status:
- Peer reviewed
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- Files:
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(Preview, Accepted manuscript, pdf, 378.9KB, Terms of use)
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- Publisher copy:
- 10.1002/rnc.3501
Authors
- Publisher:
- Wiley
- Journal:
- International Journal of Robust and Nonlinear Control More from this journal
- Volume:
- 26
- Issue:
- 15
- Pages:
- 3209-3231
- Publication date:
- 2016-01-13
- Acceptance date:
- 2015-11-12
- DOI:
- EISSN:
-
1099-1239
- ISSN:
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1049-8923
- Keywords:
- Pubs id:
-
pubs:599036
- UUID:
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uuid:ec3e0ac1-32b1-4b3e-ad61-d9a0e471138a
- Local pid:
-
pubs:599036
- Source identifiers:
-
599036
- Deposit date:
-
2016-06-24
Terms of use
- Copyright holder:
- John Wiley and Sons, Ltd
- Copyright date:
- 2016
- Notes:
- Copyright © 2016 John Wiley and Sons, Ltd. This is the accepted manuscript version of the article. The final version is available online from Wiley at: https://doi.org/10.1002/rnc.3501
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