- Research Article
15
- 10.1007/bf02192174
Uncertainty-Averaging approach to output feedback optimal guaranteed cost control of uncertain systems
- Feb 01, 1996
- Journal of Optimization Theory and Applications
- A V Savkin + 1 more +1
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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