Statistical learning methods in linear algebra and control problems: The example of finite-time control of uncertain linear systems. (English) Zbl 1007.93064
In state and output feedback, finite-time robust stabilization for linear control systems subject to time-varying norm-bounded uncertainties and to unknown disturbances can be described by using linear matrix inequalities (LMI), a bilinear matrix inequality (BMI), respectively. Approximative solutions for the BMI problem are obtained by empirical risk minimization, where limits on the required number of samples are given.
Reviewer: Kurt Marti (Neubiberg/München)
Software:
LMI toolboxReferences:
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