Reference
S. Kanev, B. De Schutter, and M. Verhaegen, "The ellipsoid algorithm for
probabilistic robust controller design,"
Proceedings of the
41st IEEE Conference on Decision and Control, Las Vegas, Nevada, pp.
2248-2253, Dec. 2002.
Abstract
This paper presents a new iterative approach to probabilistic robust controller
design, which is an alternative to the recently proposed Subgradient Iteration
Algorithm (SIA). In its original version the SIA possesses the useful property
of guaranteed convergence in a finite number of iterations, but requires that
the radius of a non-empty ball contained in the solution set is known
a-priori. This rather restrictive assumption was later on
released, but only at the expense of an increased number of iterations. The
approach in this paper does also not require the knowledge of such a radius,
and offers a significant improvement even over the original SIA in terms of the
maximum number of possible correction steps that can be executed before a
feasible solution is reached. Given an initial ellipsoid that contains the
solution set, the approach iteratively generates a sequence of ellipsoids with
decreasing volumes, all containing the solution set. A method for finding an
initial ellipsoid containing the solution set is also proposed. The approach is
illustrated on a real-life diesel actuator benchmark model.
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BibTeX
@inproceedings{KanDeS:02-008,
author = {Kanev, Stoyan and De Schutter, Bart and Verhaegen, Michel},
title = {The Ellipsoid Algorithm for Probabilistic Robust Controller
Design},
booktitle = {Proceedings of the 41st IEEE Conference on Decision and
Control},
address = {Las Vegas, Nevada},
pages = {2248--2253},
month = dec,
year = {2002}
}