文章基本信息

标题：Risk-coherent H 2-optimal disturbance rejection under model uncertainty
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作者：Matias I. Müller ; Patricio E. Valenzuela ; Cristian R. Rojas 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2017
卷号：50
期号：1
页码：15530-15535
DOI：10.1016/j.ifacol.2017.08.2137
语种：English
出版社：Elsevier
摘要：AbstractA control design procedure for disturbance rejection, when the disturbance model is uncertain, is proposed. We use the probabilistic information about the process disturbance model to design a controller to account for the uncertainty by using a risk-theoretical approach. By introducing the notion of coherent measures of risk, we analyze standard approaches to account for this uncertainty, and we intend to show that the conditional value-at-risk (CVaR) is an appropriate function to measure the uncertainty in the disturbance model. We also derive a convex formulation for the controller design problem when the Youla parameter is linearly parametrized. A numerical example illustrates the main discussion of this article.
关键词：Keywordsdisturbance rejection (linear case)control problems under conflictuncertaintiesoutput feedback control (linear case)H2-control