Guaranteed Cost Control

Abstract

In the robust control of uncertain systems, it is usually desirable to design a controller which not only robustly stabilizes the uncertain system but also ensures an adequate level of performance. To this end, a design approach called guaranteed cost control is presented, in which an upper bound on the closed-loop value of a quadratic cost function can be guaranteed by using a fixed Lyapunov function. A great number of results on this topic have been presented in the literature [45, 46, 143, 174, 185, 196]. However, all these results were obtained in the context of state-space systems.