Robust PID design by chance-constrained optimization

A method for synthesizing proportional-integral-derivative (PID) controllers for process models with probabilistic parametric uncertainty is presented. The proposed method constitutes a stochastic extension to the well-studied maximization of integral gain optimization (MIGO) approach, i.e., maximization of integral gain under constraints on the H∞-norm of relevant closed-loop transfer functions. The underlying chance-constrained optimization problem is solved using a gradient-based algorithm once it has been approximated by a deterministic optimization problem. The approximate solution is then probabilistically verified using randomized algorithms (RAs). The proposed method is demonstrated through several realistic synthesis examples.