{"title":"Distributionally robust LQG control under distributed uncertainty","authors":"Lucia Falconi , Augusto Ferrante , Mattia Zorzi","doi":"10.1016/j.automatica.2025.112128","DOIUrl":null,"url":null,"abstract":"<div><div>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 performance in the worst possible scenario under the constraint that the noise distributional aberrance does not exceed a certain threshold limiting the relative entropy between the actual noise distribution and the nominal one. The main novelty is that the bounds on the distributional aberrance can be arbitrarily distributed along the whole disturbance trajectory. This is a problem for which, notwithstanding significant attention given in the recent literature, so far only relaxed or approximated solutions have been derived. We denote this Distributed uncertainty Distributionally robust LQG problem with the acronym D<span><math><msup><mrow></mrow><mrow><mn>2</mn></mrow></msup></math></span>-LQG.</div></div>","PeriodicalId":55413,"journal":{"name":"Automatica","volume":"174 ","pages":"Article 112128"},"PeriodicalIF":4.8000,"publicationDate":"2025-01-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Automatica","FirstCategoryId":"94","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0005109825000196","RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"AUTOMATION & CONTROL SYSTEMS","Score":null,"Total":0}
引用次数: 0
Abstract
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 performance in the worst possible scenario under the constraint that the noise distributional aberrance does not exceed a certain threshold limiting the relative entropy between the actual noise distribution and the nominal one. The main novelty is that the bounds on the distributional aberrance can be arbitrarily distributed along the whole disturbance trajectory. This is a problem for which, notwithstanding significant attention given in the recent literature, so far only relaxed or approximated solutions have been derived. We denote this Distributed uncertainty Distributionally robust LQG problem with the acronym D-LQG.
期刊介绍：
Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is thriving not only within itself but also in terms of its impact on other fields, such as communications, computers, biology, energy and economics. Since its inception in 1963, Automatica has kept abreast with the evolution of the field over the years, and has emerged as a leading publication driving the trends in the field.
After being founded in 1963, Automatica became a journal of the International Federation of Automatic Control (IFAC) in 1969. It features a characteristic blend of theoretical and applied papers of archival, lasting value, reporting cutting edge research results by authors across the globe. It features articles in distinct categories, including regular, brief and survey papers, technical communiqués, correspondence items, as well as reviews on published books of interest to the readership. It occasionally publishes special issues on emerging new topics or established mature topics of interest to a broad audience.
Automatica solicits original high-quality contributions in all the categories listed above, and in all areas of systems and control interpreted in a broad sense and evolving constantly. They may be submitted directly to a subject editor or to the Editor-in-Chief if not sure about the subject area. Editorial procedures in place assure careful, fair, and prompt handling of all submitted articles. Accepted papers appear in the journal in the shortest time feasible given production time constraints.
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