Design of Stochastic Collocation Based Linear Parameter Varying Quadratic Regulator
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2017 American Automatic Control Council (AACC). This paper presents a linear quadratic regulator design based on stochastic collocation for linear parameter varying (LPV) systems. We treat the scheduling parameters as random variables and apply polynomial chaos theory to synthesize LPV regulator. The synthesis problem is shown to be convex and is compared with sampling based approach. We show that the stochastic collocation approach is computationally more efficient and generates a better performing controller for an example problem.