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OUTPUT FEEDBACK GUARANTEED COST CONTROL OF UNCERTAIN SYSTEMS ON AN INFINITE TIME INTERVAL
Author(s) -
Savkin Andrey V.,
Petersen Ian R.
Publication year - 1997
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/(sici)1099-1239(199701)7:1<43::aid-rnc204>3.0.co;2-i
Subject(s) - algebraic riccati equation , interval (graph theory) , control theory (sociology) , linear quadratic regulator , riccati equation , mathematics , constraint (computer aided design) , controller (irrigation) , function (biology) , mathematical optimization , quadratic equation , optimal control , cost control , control (management) , differential (mechanical device) , computer science , differential equation , engineering , mathematical analysis , statistics , geometry , combinatorics , artificial intelligence , evolutionary biology , aerospace engineering , agronomy , biology
This paper considers the problem of optimal guaranteed cost control of an uncertain system via output feedback. The uncertain system under consideration contains an uncertainty block subject to an integral quadratic constraint. The cost function considered is a quadratic cost function defined over an infinite time interval. The main result of the paper gives a necessary and sufficient condition for the existence of a guaranteed cost controller guaranteeing a specified level of performance. This condition is given in terms of the existence of suitable solutions to an algebraic Riccati equation and a Riccati differential equation. The resulting guaranteed cost controller is in general time‐varying. © 1997 by John Wiley & Sons, Ltd.