Title :
An uncertainty averaging approach to output feedback optimal guaranteed cost control of uncertain systems
Author :
Savkin, Andrey V. ; Petersen, Ian R.
Author_Institution :
Dept. of Electr. Eng., Australia Defense Force Acad., Canberra, ACT, USA
Abstract :
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
Keywords :
Riccati equations; cost optimal control; feedback; game theory; nonlinear differential equations; uncertain systems; finite time interval; game type equations; output feedback optimal guaranteed cost control; parametrized Riccati differential equations; quadratic cost function; structured uncertainties; uncertain linear systems; uncertainty averaging; Control systems; Cost function; Differential equations; Linear feedback control systems; Linear systems; Optimal control; Output feedback; Riccati equations; Uncertain systems; Uncertainty;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411700
