Abstract
Worst-case optimal regulation of linear time varying systems in the presence of both parameter perturbations as well as exogenous inputs is considered. The control problem is formulated as a state space minimax problem. Necessary conditions for the optimal solution are derived for the worst disturbance, the worst parameter perturbation, and the optimal controller. The necessary conditions are given in terms of a nonlinear two-point-boundary-value problem. A method is also presented for a numerical solution of this two-point-boundary-value problem. The results are illustrated by examples.
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Biswas, S.K., Subrahmanyam, M.B. (2001). Worst-Case Optimal Regulation of Linear Systems in the Presence of Structured Perturbations. In: Yang, X., Teo, K.L., Caccetta, L. (eds) Optimization Methods and Applications. Applied Optimization, vol 52. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-3333-4_3
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DOI: https://doi.org/10.1007/978-1-4757-3333-4_3
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