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Optimizing the guaranteed cost in the control of uncertain linear systems. (English) Zbl 0780.93043

Robustness of dynamic systems with parameter uncertainties, Proc. 2nd Workshop, Ascona/Switz. 1992, 241-250 (1992).
[For the entire collection see Zbl 0752.00060.]
The Riccati equation approach is extended to the problem of quadratically stabilizing open loop uncertain linear systems. An upper bound on the value of the quadratic cost function is seen to be the best achievable for a large class of control laws. Uncertainty in the input matrix is investigated.

MSC:

93C05 Linear systems in control theory
93D05 Lyapunov and other classical stabilities (Lagrange, Poisson, \(L^p, l^p\), etc.) in control theory
93C15 Control/observation systems governed by ordinary differential equations

Citations:

Zbl 0752.00060