Optimal guaranteed-cost control of discrete-time nonlinear uncertain systems

Abstract

The paper presents a result on state-feedback optimal guaranteed-cost control for a class of nonlinear uncertain discrete-time systems. The problem of optimal guaranteed-cost control being considered is defined over a finite time interval. The uncertainty class considered in the paper involves structured uncertainties which are required to satisfy a certain 'averaged-sum quadratic constraint'. This uncertainty class combines aspects of norm-bounded and stochastic uncertainty descriptions. The solution to the optimal guaranteed-cost control problem is obtained by solving a parametrized dynamic-programming equation. Show more