An uncertainty averaging approach to optimal guaranteed cost control of uncertain systems with structured uncertainty

Savkin, Andrey V.; Petersen, Ian R.

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An uncertainty averaging approach to optimal guaranteed cost control of uncertain systems with structured uncertainty

Date

1995

Authors

Savkin, Andrey V.

Petersen, Ian R.

Abstract

This paper presents an optimal state feedback guaranteed cost control result for a class of uncertain linear time-varying systems with structured uncertainty. The cost function considered is a quadratic cost function defined over a finite time interval. The solution of the optimal control problem is obtained by solving a parametrized Riccati differential equation of the game type.