Robust variance-constrained H∞ control for stochastic systems with multiplicative noises

This is the post print version of the article. The official published version can be obtained from the link below - Copyright 2007 Elsevier Ltd.In this paper, the robust variance-constrained H∞ control problem is considered for uncertain stochastic systems with multiplicative noises. The norm-bounded parametric uncertainties enter into both the system and output matrices. The purpose of the problem is to design a state feedback controller such that, for all admissible parameter uncertainties, (1) the closed-loop system is exponentially mean-square quadratically stable; (2) the individual steady-state variance satisfies given upper bound constraints; and (3) the prescribed noise attenuation level is guaranteed in an H∞ sense with respect to the additive noise disturbances. A general framework is established to solve the addressed multiobjective problem by using a linear matrix inequality (LMI) approach, where the required stability, the H∞ characterization and variance constraints are all easily enforced. Within such a framework, two additional optimization problems are formulated: one is to optimize the H∞ performance, and the other is to minimize the weighted sum of the system state variances. A numerical example is provided to illustrate the effectiveness of the proposed design algorithm.This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Nuffield Foundation of the UK under Grant NAL/00630/G, and the Alexander von Humboldt Foundation of Germany

Control and Optimization for Aerospace Systems with Stochastic Disturbances, Uncertainties, and Constraints

The topic of this dissertation is the control and optimization of aerospace systems under the influence of stochastic disturbances, uncertainties, and subject to chance constraints. This problem is motivated by the uncertain operating environments of many aerospace systems, and the ever-present push to extract greater performance from these systems while maintaining safety. Explicitly accounting for the stochastic disturbances and uncertainties in the constrained control design confers the ability to assign the probability of constraint satisfaction depending on the level of risk that is deemed acceptable and allows for the possibility of theoretical constraint satisfaction guarantees. Along these lines, this dissertation presents novel contributions addressing four different problems: 1) chance-constrained path planning for small unmanned aerial vehicles in urban environments, 2) chance-constrained spacecraft relative motion planning in low-Earth orbit, 3) stochastic optimization of suborbital launch operations, and 4) nonlinear model predictive control for tracking near rectilinear halo orbits and a proposed stochastic extension. For the first problem, existing dynamic and informed rapidly-expanding random trees algorithms are combined with a novel quadratic programming-based collision detection algorithm to enable computationally efficient, chance-constrained path planning. For the second problem, a previously proposed constrained relative motion approach based on chained positively invariant sets is extended in this dissertation to the case where the spacecraft dynamics are controlled using output feedback on noisy measurements and are subject to stochastic disturbances. Connectivity between nodes is determined through the use of chance-constrained admissible sets, guaranteeing that constraints are met with a specified probability. For the third problem, a novel approach to suborbital launch operations is presented. It utilizes linear covariance propagation and stochastic clustering optimization to create an effective software-only method for decreasing the probability of a dangerous landing with no physical changes to the vehicle and only minimal changes to its flight controls software. For the fourth problem, the use of suboptimal nonlinear model predictive control (NMPC) coupled with low-thrust actuators is considered for station-keeping on near rectilinear halo orbits. The nonlinear optimization problems in NMPC are solved with time-distributed sequential quadratic programming techniques utilizing the FBstab algorithm. A stochastic extension for this problem is also proposed. The results are illustrated using detailed numerical simulations.PHDAerospace EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/162992/1/awbe_1.pd

Robust predictive feedback control for constrained systems

A new method for the design of predictive controllers for SISO systems is presented. The proposed technique allows uncertainties and constraints to be concluded in the design of the control law. The goal is to design, at each sample instant, a predictive feedback control law that minimizes a performance measure and guarantees of constraints are satisfied for a set of models that describes the system to be controlled. The predictive controller consists of a finite horizon parametric-optimization problem with an additional constraint over the manipulated variable behavior. This is an end-constraint based approach that ensures the exponential stability of the closed-loop system. The inclusion of this additional constraint, in the on-line optimization algorithm, enables robust stability properties to be demonstrated for the closed-loop system. This is the case even though constraints and disturbances are present. Finally, simulation results are presented using a nonlinear continuous stirred tank reactor model

Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: A survey

The multiobjective control and filtering problems for nonlinear stochastic systems with variance constraints are surveyed. First, the concepts of nonlinear stochastic systems are recalled along with the introduction of some recent advances. Then, the covariance control theory, which serves as a practical method for multi-objective control design as well as a foundation for linear system theory, is reviewed comprehensively. The multiple design requirements frequently applied in engineering practice for the use of evaluating system performances are introduced, including robustness, reliability, and dissipativity. Several design techniques suitable for the multi-objective variance-constrained control and filtering problems for nonlinear stochastic systems are discussed. In particular, as a special case for the multi-objective design problems, the mixed H 2 / H ∞ control and filtering problems are reviewed in great detail. Subsequently, some latest results on the variance-constrained multi-objective control and filtering problems for the nonlinear stochastic systems are summarized. Finally, conclusions are drawn, and several possible future research directions are pointed out

Pole Assignment With Improved Control Performance by Means of Periodic Feedback

This technical note is concerned with the pole placement of continuous-time linear time-invariant (LTI) systems by means of LQ suboptimal periodic feedback. It is well-known that there exist infinitely many generalized sampled-data hold functions (GSHF) for any controllable LTI system to place the modes of its discrete-time equivalent model at prescribed locations. Among all such GSHFs, this technical note aims to find the one which also minimizes a given LQ performance index. To this end, the GSHF being sought is written as the sum of a particular GSHF and a homogeneous one. The particular GSHF can be readily obtained using the conventional pole-placement techniques. The homogeneous GSHF, on the other hand, is expressed as a linear combination of a finite number of functions such as polynomials, sinusoidals, etc. The problem of finding the optimal coefficients of this linear combination is then formulated as a linear matrix inequality (LMI) optimization. The procedure is illustrated by a numerical example