Distributionally Robust LQG control under Distributed Uncertainty
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2023
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| _version_ | 1866929501749903360 |
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| author | Falconi, Lucia Ferrante, Augusto Zorzi, Mattia |
| author_facet | Falconi, Lucia Ferrante, Augusto Zorzi, Mattia |
| contents | A new paradigm is proposed for the robustification of the LQG controller against distributional uncertainties on the noise process. Our controller optimizes the closed-loop performances in the worst possible scenario under the constraint that the noise distributional aberrance does not exceed a certain threshold limiting the relative entropy pseudo-distance between the actual noise distribution the nominal one. The main novelty is that the bounds on the distributional aberrance can be arbitrarily distributed along the whole disturbance trajectory. We discuss why this can, in principle, be a substantial advantage and we provide simulation results that substantiate such a principle. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2306_05227 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Distributionally Robust LQG control under Distributed Uncertainty Falconi, Lucia Ferrante, Augusto Zorzi, Mattia Systems and Control A new paradigm is proposed for the robustification of the LQG controller against distributional uncertainties on the noise process. Our controller optimizes the closed-loop performances in the worst possible scenario under the constraint that the noise distributional aberrance does not exceed a certain threshold limiting the relative entropy pseudo-distance between the actual noise distribution the nominal one. The main novelty is that the bounds on the distributional aberrance can be arbitrarily distributed along the whole disturbance trajectory. We discuss why this can, in principle, be a substantial advantage and we provide simulation results that substantiate such a principle. |
| title | Distributionally Robust LQG control under Distributed Uncertainty |
| topic | Systems and Control |
| url | https://arxiv.org/abs/2306.05227 |