Abstract
The paper presents an output feedback optimal guaranteed cost control result for a new class of uncertain linear systems. The cost function considered is a quadratic cost function defined over a finite time interval. The new uncertainty class introduced in the paper involves structured uncertainties which are required to satisfy a certain averaged integral quadratic constraint. The introduction of this new structured uncertainty description enables us to solve a previously unsolved problem of optimal guaranteed cost control via output feedback for an uncertain system with structured uncertainties. The solution is obtained by solving a pair of parametrized Riccati differential equations of the game type.
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Communicated by M. Corless
This work was supported by the Australian Research Council
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Savkin, A.V., Petersen, I.R. Uncertainty-Averaging approach to output feedback optimal guaranteed cost control of uncertain systems. J Optim Theory Appl 88, 321–337 (1996). https://doi.org/10.1007/BF02192174
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DOI: https://doi.org/10.1007/BF02192174