Seminar Details
2006-10-17 (14.00 pm) : The problem of persistent disturbance rejection via invariant ellipsoids technique
At Euler building
Organized by Mathematical Engineering
Speaker :
Sergey Nazin (CESAME, previously Institute of Control Science, Moscow)
Abstract :
The problem of disturbance rejection is commonly solved
via dynamic programming technique or l_1 optimal control.
An alternative is to use the invariant set approach, particularly the method
of invariant ellipsoids. The dynamic system under consideration is supposed to
be linear time-invariant and affected by unknown-but-bounded exogenous disturbances.
The influence of these disturbances is measured by the size of invariant ellipsoids. The design
of an optimal state-feedback controller that returns a minimum of the size of the corresponding invariant
ellipsoid for the closed-loop system is reduced to LMI and onedimensional convex minimization. The problem is
considered in continuous and discrete time cases.