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Controller Design Through Random Sampling: An Example

  • Maria Prandini
  • Marco C. Campi
  • Simone Garatti
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 353)

Abstract

In this chapter, we present the scenario approach, an innovative technology for solving convex optimization problems with an infinite number of constraints. This technology relies on random sampling of constraints, and provides a powerful means for solving a variety of design problems in systems and control. Specifically, the virtues of this approach are here illustrated by focusing on optimal control design in presence of input saturation constraints.

Keywords

Constrained Control Noise Rejection Convex Optimization Scenario Optimization Randomized Methods 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2007

Authors and Affiliations

  • Maria Prandini
    • 1
  • Marco C. Campi
    • 2
  • Simone Garatti
    • 1
  1. 1.Dipartimento di Elettronica e InformazionePolitecnico di MilanoMilanoItalia
  2. 2.Dipartimento di Elettronica per l’AutomazioneUniversità di BresciaBresciaItalia

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