Details
| Originalsprache | Englisch |
|---|---|
| Seitenumfang | 16 |
| Publikationsstatus | Elektronisch veröffentlicht (E-Pub) - 9 Jan. 2024 |
Abstract
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2024.
Publikation: Arbeitspapier/Preprint › Preprint
}
TY - UNPB
T1 - Online convex optimization for robust control of constrained dynamical systems
AU - Nonhoff, Marko
AU - Dall'Anese, Emiliano
AU - Müller, Matthias A.
N1 - Funding Information: This work was supported by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) - 505182457. Marko Nonhoff was supported by the ’Graduiertenakademie’ of the Leibniz University Hannover. The work of E. Dall’Anese was supported in part by the National Science Foundation award - 1941896.
PY - 2024/1/9
Y1 - 2024/1/9
N2 - This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex optimization framework with tools from robust model predictive control to propose an algorithm that is able to guarantee robust constraint satisfaction. The performance of the closed loop emerging from application of our framework is studied in terms of its dynamic regret, which is proven to be bounded linearly by the variation of the cost functions and the magnitude of the disturbances. We corroborate our theoretical findings and illustrate implementational aspects of the proposed algorithm by a numerical case study of a tracking control problem of an autonomous vehicle.
AB - This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex optimization framework with tools from robust model predictive control to propose an algorithm that is able to guarantee robust constraint satisfaction. The performance of the closed loop emerging from application of our framework is studied in terms of its dynamic regret, which is proven to be bounded linearly by the variation of the cost functions and the magnitude of the disturbances. We corroborate our theoretical findings and illustrate implementational aspects of the proposed algorithm by a numerical case study of a tracking control problem of an autonomous vehicle.
KW - eess.SY
KW - cs.SY
KW - math.OC
U2 - 10.48550/arXiv.2401.04487
DO - 10.48550/arXiv.2401.04487
M3 - Preprint
BT - Online convex optimization for robust control of constrained dynamical systems
ER -