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Probabilistic Robust Control: Theory and Applications


May, Bennett Scott (1998) Probabilistic Robust Control: Theory and Applications. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/19jn-c337.


In this work, the development of a probabilistic approach to robust control is motivated by structural control applications in civil engineering. Often in civil structural applications, a system's performance is specified in terms of its reliability. In addition, the model and input uncertainty for the system may be described most appropriately using probabilistic or "soft" bounds on the model and input sets. The probabilistic robust control methodology contrasts with existing H∞/μ robust control methodologies that do not use probability information for the model and input uncertainty sets, yielding only the guaranteed (i.e., "worst-case") system performance, and no information about the system's probable performance which would be of interest to civil engineers.

The design objective for the probabilistic robust controller is to maximize the reliability of the uncertain structure/controller system for a probabilistically-described uncertain excitation. The robust performance is computed for a set of possible models by weighting the conditional performance probability for a particular model by the probability of that model, then integrating over the set of possible models. This integration is accomplished efficiently using an asymptotic approximation. The probable performance can be optimized numerically over the class of allowable controllers to find the optimal controller. Also, if structural response data becomes available from a controlled structure, its probable performance can easily be updated using Bayes's Theorem to update the probability distribution over the set of possible models. An updated optimal controller can then be produced, if desired, by following the original procedure. Thus, the probabilistic framework integrates system identification and robust control in a natural manner.

The probabilistic robust control methodology is applied to two systems in this thesis. The first is a high-fidelity computer model of a benchmark structural control laboratory experiment. For this application, uncertainty in the input model only is considered. The probabilistic control design minimizes the failure probability of the benchmark system while remaining robust with respect to the input model uncertainty. The performance of an optimal low-order controller compares favorably with higher-order controllers for the same benchmark system which are based on other approaches. The second application is to the Caltech Flexible Structure, which is a light-weight aluminum truss structure actuated by three voice coil actuators. A controller is designed to minimize the failure probability for a nominal model of this system. Furthermore, the method for updating the model-based performance calculation given new response data from the system is illustrated.

Item Type:Thesis (Dissertation (Ph.D.))
Subject Keywords:probabilistic robust control
Degree Grantor:California Institute of Technology
Division:Engineering and Applied Science
Major Option:Civil Engineering
Thesis Availability:Public (worldwide access)
Research Advisor(s):
  • Beck, James L.
Group:Earthquake Engineering Research Laboratory
Thesis Committee:
  • Beck, James L. (chair)
  • Caughey, Thomas Kirk
  • Hall, John F.
  • Iwan, Wilfred D.
  • Doyle, John Comstock
Defense Date:18 July 1997
Other Numbering System:
Other Numbering System NameOther Numbering System ID
Funding AgencyGrant Number
Earthquake Research Affiliates Program of CaltechUNSPECIFIED
Record Number:CaltechTHESIS:03042014-093439011
Persistent URL:
Related URLs:
URLURL TypeDescription ItemTechnical Report EERL 97-08 in CaltechAUTHORS
Default Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:8102
Deposited By: Kathy Johnson
Deposited On:11 Mar 2014 17:25
Last Modified:23 Aug 2021 22:15

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