Optimal Control Approach to Robust Control of Linear and Non-linear Systems

Abstract

This paper presents an optimal control approach to robust control of linear and non-linear systems. The approach translates the robust control problems into optimal control problems of minimizing cost functionals. Because of the uncertainty bound that is reflected in the cost functionals, the solution of the optimal control problems are solutions of the robust control problems. The optimal control approach allows us to solve some non-linear robust control problems that cannot be easily solved otherwise.

Keywords: Robust Control, Optimal Control, Cost Functional, Dynamic Equation, Riccati equation, Uncertainty.