The scenario approach to robust control design

• Published in: IEEE transactions on automatic control Vol. 51; no. 5; pp. 742 - 753
• Main Authors: Calafiore, G.C., Campi, M.C.
• Format: Journal Article
• Language: English
• Published: New York, NY IEEE 01.05.2006; Institute of Electrical and Electronics Engineers; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Adaptive control; Applied sciences; Computer science; control theory; systems; Constraint optimization; Control system synthesis; Control theory. Systems; Design engineering; Exact sciences and technology; Linear matrix inequalities; Lyapunov method; Measurement standards; Optimization; Polynomials; Probabilistic methods; Probabilistic robustness; Probability theory; randomized algorithms; Robust control; robust convex optimization; Robustness; Sampling; Sampling methods; Studies; Uncertainty; Control system analysis; Probabilistic approach; Control synthesis; Minimization; Randomized algorithm; uncertainty; Convex programming; Probabilistic robustness; Polynomial time; robust convex optimization; Robust control; Uncertain system; randomized algorithms; NP hard problem; Linear matrix inequality; Robustness; Sampling

This paper proposes a new probabilistic solution framework for robust control analysis and synthesis problems that can be expressed in the form of minimization of a linear objective subject to convex constraints parameterized by uncertainty terms. This includes the wide class of NP-hard control prob...