Institute for Systems Research

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    Robust H∞ Output Feedback Control of Bilinear Systems
    (1996) Teolis, C.A.; Yuliar, S.; James, Matthew R.; Baras, John S.; ISR
    The study of robust nonlinear control has attracted increasing interest over the last few years. Progress has been aided by the recent entension [FM91, Jam92] of the linear quadratic results [Jac73, Whi81] linking the theories of L2 gain control (nonlinear H∞ control), different games, and the stochastic risk sensitive control. Most of the previous research conducted in the area of robust nonlinear control has focused on the case where full state information is available. Thus, previously little attention has been given to the problem of robust nonlinear control via output feedback. In this paper we address the problem of robust H∞ output feedback control for the special case of bilinear systems.
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    Nonlinear HControl with Delayed Measurements
    (1995) Baras, John S.; Patel, N.S.; ISR
    This paper considers the nonlinear Hcontrol problem for systems subject to delayed measurements. Necessary and sufficient conditions for the solvability of the problem are presented. We employ the concept of an information state to achieve separation between estimation and control. In particular, the information state derived is no longer the ﲷorst case cost to come function. We also briefly discuss certainty equivalence for systems with delayed measurements.
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    Reduced Complexity Output Feedback Nonlinear HControllers and Relation to Certainty Equivalence
    (1995) Baras, John S.; Patel, N.S.; ISR
    In this paper, we consider the problem of constructing reduced complexity controllers for output feedback nonlinear Hcontrol. We give sufficient conditions, under which the controllers so obtained, guarantee asymptotic stability of the closed-loop system when there are no exogenous inputs. The controllers obtained are non-optimal in general. However, in case optimality holds, we show that these controllers are in fact the certainty equivalence controllers.
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    Robust Control of Set-Valued Discrete Time Dynamical Systems
    (1994) Baras, John S.; Patel, N.S.; ISR
    This paper presents results obtained for the robust control of discrete time dynamical systems. The problem is formulated and solved using dynamic programming. Both necessary and sufficient conditions in terms of (stationary ) dynamic programming equalities are presented. The output feedback problem is solved using the concept of an information state, where a decoupling between estimation and control is obtained.
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    Information State for Robust Control of Set-Valued Discrete Time Systems
    (1994) Baras, John S.; Patel, N.S.; ISR
    In this paper, we construct the information state for robust output feedback control of set-valued discrete time dynamical systems. The information state is obtained as the small noise limit of an appropriate risk-sensitive stochastic control problem. It is possible to obtain this limit by an extension of the Vardgan-Laplace lemma. Finally, the relationship between the information state, and the indicator function of feasible sets is examined.
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    Partially Observed Differential Games, Infinite Dimensional HJI Equations, and Nonlinear HControl
    (1994) James, Matthew R.; Baras, John S.; ISR
    This paper presents new results for partially observed nonlinear differential games, which are applied to the nonlinear output feedback Hrobust control problem. Using the concept of information state, we solve these problems in terms of an infinite dimensional partial differential equation, viz., the Hamilton-Jacobi-Isaacs equation for partial observed differential games. We give definitions of smooth and viscosity solutions, and prove that the value function is a viscosity solution of the HJI equation. We prove a verification theorem, which implies that the optimal controls are separated in that they depend on the observations through the information state. This constitutes a separation principle for partially observed differential games. We also present some new results concerning the certainty equivalence principle.
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    Robust Output Feedback Control for Discrete - Time Nonlinear Systems
    (1993) James, Matthew R.; Baras, John S.; ISR
    In this paper we present a new approach to the solution of the output feedback robust control problem. We employ the recently developed concept of information state for output feedback dynamic games, and obtain necessary and sufficient conditions for the solution to the robust control problem expressed in terms of the information state. The resulting controller is an information state feedback controller, and is intrinsically infinite dimensional. Stability results are obtained using the theory of dissipative systems, and indeed, our results are expressed in terms of dissipation inequalities.
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    Output Feedback Risk - Sensitive Control and Differential Games for Continuous - Time Nonlinear Systems
    (1993) James, Matthew R.; Baras, John S.; Elliott, Robert J.; ISR
    In this paper we carry out a formal analysis of an output feedback risk-sensitive stochastic control problem. Using large deviation limits, this problem is related to a deterministic output feedback differential game. Both problems are solved using appropriate information states. The use of an information state for the game problem is new, and is the principal contribution of our work. Our results have implications for the nonlinear robust stabilization problem.