A Data-driven Approach to Robust Control of Multivariable Systems by Convex Optimization

The frequency-domain data of a multivariable system in different operating points is used to design a robust controller with respect to the measurement noise and multimodel uncertainty. The controller is fully parametrized in terms of matrix polynomial functions and can be formulated as a centralized, decentralized or distributed controller. All standard performance specifications like $H_2$, $H_\infty$ and loop shaping are considered in a unified framework for continuous- and discrete-time systems. The control problem is formulated as a convex-concave optimization problem and then convexified by linearization of the concave part around an initial controller. The performance criterion converges monotonically to a local optimal solution in an iterative algorithm. The effectiveness of the method is compared with fixed-structure controllers using non-smooth optimization and with full-order optimal controllers via simulation examples. Finally, the experimental data of a gyroscope is used to design a data-driven controller that is successfully applied on the real system

System Level Synthesis

This article surveys the System Level Synthesis framework, which presents a novel perspective on constrained robust and optimal controller synthesis for linear systems. We show how SLS shifts the controller synthesis task from the design of a controller to the design of the entire closed loop system, and highlight the benefits of this approach in terms of scalability and transparency. We emphasize two particular applications of SLS, namely large-scale distributed optimal control and robust control. In the case of distributed control, we show how SLS allows for localized controllers to be computed, extending robust and optimal control methods to large-scale systems under practical and realistic assumptions. In the case of robust control, we show how SLS allows for novel design methodologies that, for the first time, quantify the degradation in performance of a robust controller due to model uncertainty -- such transparency is key in allowing robust control methods to interact, in a principled way, with modern techniques from machine learning and statistical inference. Throughout, we emphasize practical and efficient computational solutions, and demonstrate our methods on easy to understand case studies.Comment: To appear in Annual Reviews in Contro