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Closed-loop stability of uncertain linear systems is studied under the state feedback realized by a linear quadratic regulator (LQR). Sufficient conditions are presented that ensure the closed-loop stability in the presence of uncertainty, initially for the case of a non-robust LQR designed for a nominal model not reflecting the system uncertainty. Since these conditions are usually violated for a large uncertainty, a procedure is offered to redesign such a non-robust LQR into a robust one that ensures closed-loop stability under a predefined level of uncertainty. The analysis of this paper largely relies on the concept of inverse optimal control to construct suitable performance measures for uncertain linear systems, which are non-quadratic in structure but yield optimal controls in the form of LQR. The relationship between robust LQR and zero-sum linear quadratic dynamic games is established.
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Dynamic Gain Adaptation in Linear Quadratic Regulators
In feedback control of dynamical systems, the choice of a higher loop gain is typically desirable to achieve a faster closed-loop dynamics, smaller tracking error, and more effective disturbance suppression. Yet, an increased loop gain requires a higher control effort, which can extend beyond the actuation capacity of the feedback system and intermittently cause actuator saturation. To benefit from the advantages of a high feedback gain and simultaneously avoid actuator saturation, this paper advocates a dynamic gain adaptation technique in which the loop gain is lowered whenever necessary to prevent actuator saturation, and is raised again whenever possible. This concept is optimized for linear systems based on an optimal control formulation inspired by the notion of linear quadratic regulator (LQR). The quadratic cost functional adopted in LQR is modified into a certain quasi-quadratic form in which the control cost is dynamically emphasized or deemphasized as a function of the system state. The optimal control law resulted from this quasi-quadratic cost functional is essentially nonlinear, but its structure resembles an LQR with an adaptable gain adjusted by the state of system, aimed to prevent actuator saturation. Moreover, under mild assumptions analogous to those of LQR, this optimal control law is stabilizing. As an illustrative example, application of this optimal control law in feedback design for dc servomotors is examined, and its performance is verified by numerical simulations.
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- Award ID(s):
- 1941944
- PAR ID:
- 10573552
- Publisher / Repository:
- IEEE
- Date Published:
- Journal Name:
- IEEE Transactions on Automatic Control
- Volume:
- 69
- Issue:
- 8
- ISSN:
- 0018-9286
- Page Range / eLocation ID:
- 5094 to 5108
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1109/TAC.2023.3344551
