Semigroup approximation and robust stabilization of distributed parameter systems

Abstract

Theoretical results that enable rigorous statements of convergence and exponential stability of Galerkin approximations of LQR controls for infinite dimensional, or distributed parameter, systems have proliferated over the past ten years. In addition, extensive progress has been made over the same time period in the derivation of robust control design strategies for finite dimensional systems. However, the study of the convergence of robust finite dimensional controllers to robust controllers for infinite dimensional systems remains an active area of research. We consider a class of soft-constrained differential games evolving in a Hilbert space. Under certain conditions, a saddle point control can be given in feedback form in terms of a solution to a Riccati equation. By considering a related LQR problem, we can show a convergence result for finite dimensional approximations of this differential game. This yields a computational algorithm for the feedback gain that can be derived from similar strategies employed in infinite dimensional LQR control design problems. The approach described in this paper also inherits the additional properties of stability robustness common to game theoretic methods in finite dimensional analysis. These theoretical convergence and stability results are verified in several numerical experiments.