Robust Optimal Control With Inexact State Measurements and Adjustable Uncertainty Sets

Li, Y.; Yorke-Smith, N.; Keviczky, T.

doi:10.1016/j.ifacol.2023.10.1627

Robust Optimal Control With Inexact State Measurements and Adjustable Uncertainty Sets

Title

Robust Optimal Control With Inexact State Measurements and Adjustable Uncertainty Sets

Author

Li, Y. (TU Delft Team Tamas Keviczky)
Yorke-Smith, N. (TU Delft Algorithmics)
Keviczky, T. (TU Delft Team Tamas Keviczky)

Date

2023

Abstract

The efficacy of robust optimal control with adjustable uncertainty sets is verified in several domains under the perfect state information setting. This paper investigates constrained robust optimal control for linear systems with linear cost functions subject to uncertain disturbances and state measurement errors that are both residing in adjustable uncertainty sets. We first show that the class of affine feedback policies of state measurements are equivalent to the class of affine feedback policies of estimated disturbances in terms of their conservativeness. Then, we formulate and solve a robust optimal control problem with adjustable uncertainty sets by considering the disturbance feedback policies. In contrast to the conventional robust optimal control, where uncertainty sets are fixed and known a priori, the uncertainty sets themselves are regarded as decision variables in our design. In particular, given the metrics for evaluating the optimal size/shape of the polyhedral uncertainty sets, a bilinear optimization problem is formulated to decide the optimal size/shape of uncertainty sets and a corresponding optimal control policy to robustly guarantee that the system will respect its constraints for all admissible uncertainties. In addition, we introduce a convex approximation for the proposed scheme to provide a computationally efficient inner approximation of the original problem. The proposed scheme is illustrated by numerical simulation of a building temperature control problem to demonstrate its effectiveness.

Subject

adaptive affine policy
adjustable uncertainty set
building temperature control
imperfect state measurement
Robust optimal control

To reference this document use:

http://resolver.tudelft.nl/uuid:978f13c3-87e5-4cfd-9dae-2156c748f326

DOI

https://doi.org/10.1016/j.ifacol.2023.10.1627

Source

IFAC-PapersOnLine, 56 (2), 562-569

Event

22nd IFAC World Congress, 2023-07-09 → 2023-07-14, Yokohama, Japan

Part of collection

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