### Optimization and Systems Theory Seminar

Friday, September 23, 2005, 11.00-12.00, Room 3721, Lindstedtsvägen 25

**Jakob Björnberg**

KTH

and

University of Cambridge

**Robust model predictive control for constrained, linear systems through
approximate dynamic programming**

The talk begins by reviewing how one can approach robust model predictive
control for discrete-time, uncertain, constrained systems by dynamic
programming. We then specialize to a certain class of linear systems with
parametric uncertainties, so-called polyhedral dynamic programming, and
demonstrate how to represent the cost-to-go functions and feasible sets
exactly and compactly in terms of polyhedra in this case. As a method to
lower the computational complexity we then present an approximation
technique for dynamic programming that is suitable for this problem class.
This is at the expense of optimality, but nevertheless allows to generate
robustly stable feedback laws that are guaranteed to respect all
constraints.

Calendar of seminars

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by Anders Forsgren.
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