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Robustness of minimax controllers to nonlinear perturbations

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Abstract

We study the robustness of minimax controllers, originally designed for nominal linear or nonlinear systems, to unknown static nonlinear perturbations in the state dynamics, measurement equation, and performance index. When the nominal system is linear, we consider both perfect state measurements and general imperfect state measurements; in the case of nominally nonlinear systems, we consider perfect state measurements only. Using a differential game theoretic approach, we show for the former class that, as the perturbation parameter (say, ε>0) approaches zero, the optimal disturbance attenuation level for the overall system converges to the optimal disturbance attenuation level for the nominal system if the nonlinear structural uncertainties satisfy certain prescribed growth conditions. We also show that anH ∞-controller, designed based on a chosen performance level for the nominal linear system, achieves the same performance level when the parameter ε is smaller than a computable threshold, except for the finite-horizon imperfect state measurements case. For that case, we show that the design of the nominal controller must be based on a decreased confidence level of the initial data, and a controller thus designed again achieves a desired performance level in the face of nonlinear perturbations satisfying a computable norm bound. In the case of nominally nonlinear systems, and assuming that the nominal system is solvable, we obtain sufficient conditions such that the nominal controller achieves a desired performance in the face of perturbations satisfying computable norm bounds. In this way, we provide a characterization of the class of uncertainties that are tolerable for a controller designed based on the nominal system. The paper also presents two numerical examples; in one of these, the nominal system is linear; in the other one, it is nonlinear.

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Authors and Affiliations

  1. Decision and Control Laboratory, Coordinated Science Laboratory and Department of Electrical and Computer Engineering, University of Illinois, Urbana, Illinois

    Z. Pan (Research Assistant) & T. Başar (Professor)

Authors
  1. Z. Pan
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  2. T. Başar
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Communicated by G. Leitmann

This research was supported in part by the US Department of Energy, Grant DE-FG-02-88-ER-13939 and in part by the National Science Foundation, Grant ECS-91-13153.

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Pan, Z., Başar, T. Robustness of minimax controllers to nonlinear perturbations. J Optim Theory Appl 87, 631–678 (1995). https://doi.org/10.1007/BF02192138

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