Full Content is available to subscribers

Subscribe/Learn More  >

Polynomial-Chaos-Based Numerical Method for the LQR Problem With Uncertain Parameters in the Formulation

[+] Author Affiliations
Emmanuel Blanchard, Corina Sandu, Adrian Sandu

Virginia Polytechnic Institute and State University, Blacksburg, VA

Paper No. DETC2010-28467, pp. 315-324; 10 pages
  • ASME 2010 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference
  • Volume 4: 12th International Conference on Advanced Vehicle and Tire Technologies; 4th International Conference on Micro- and Nanosystems
  • Montreal, Quebec, Canada, August 15–18, 2010
  • Conference Sponsors: Design Engineering Division and Computers in Engineering Division
  • ISBN: 978-0-7918-4412-0 | eISBN: 978-0-7918-3881-5
  • Copyright © 2010 by ASME


This paper proposes a polynomial chaos based numerical method providing an optimal controller for the linear-quadratic regulator (LQR) problem when the parameters in the formulation are uncertain, i.e., a controller minimizing the mean value of the LQR cost function obtained for a certain distribution of the uncertainties which is assumed to be known. The LQR problem is written as an optimality problem using Lagrange multipliers in an extended form associated with the polynomial chaos framework, and an iterative algorithm converges to the optimal answer. The algorithm is applied to a simple example for which the answer is already known. Polynomial chaos based methods have the advantage of being computationally much more efficient than Monte Carlo simulations. The Linear-Quadratic Regulator controller is not very well adapted to robust design, and the optimal controller does not guarantee a minimum performance or even stability for the worst case scenario. Stability robustness and performance robustness in the presence of uncertainties are therefore not guaranteed. However, this is a first step aimed at designing more judicious controllers if combined with other techniques in the future. The next logical step would be to extend this numerical method to H2 and then H-infinity problems.

Copyright © 2010 by ASME



Interactive Graphics


Country-Specific Mortality and Growth Failure in Infancy and Yound Children and Association With Material Stature

Use interactive graphics and maps to view and sort country-specific infant and early dhildhood mortality and growth failure data and their association with maternal

Citing articles are presented as examples only. In non-demo SCM6 implementation, integration with CrossRef’s "Cited By" API will populate this tab (http://www.crossref.org/citedby.html).

Some tools below are only available to our subscribers or users with an online account.

Related Content

Customize your page view by dragging and repositioning the boxes below.

Related eBook Content
Topic Collections

Sorry! You do not have access to this content. For assistance or to subscribe, please contact us:

  • TELEPHONE: 1-800-843-2763 (Toll-free in the USA)
  • EMAIL: asmedigitalcollection@asme.org
Sign In