Accommodation of disturbances in optimal control problems†

†Communicated by Dr. A. T. Fuller.

Abstract

Modern theories of automatic control have virtually ignored one of the oldest and most fundamental problems of control—the problem of controlling systems subjected to persistently acting, unknown external disturbances.

In this paper the problem of control in the face of unknown disturbances is studied from the optimization point of view. It is first shown that a straightforward approach to the problem leads to control laws that are hopelessly unrealizable. A novel alternative approach is then proposed which leads to physically realizable control laws which perform optimally in the face of a broad class of unknown external disturbances. The proposed method is illustrated by posing and solving a modified version of the classical linear-quadratic regulator problem, in which persistently acting disturbances have been added.

Notes

†Communicated by Dr. A. T. Fuller.