Probabilistic robust controller design

A robust controller design method which deals with uncertainty by means of a probabilistic approach, in which the model parameter vector is assumed to be a realization of a stochastic vector with known probability density function, is presented. The criteria imposed on the controller are a direct representation of the required design specifications in practical situations and are stated in terms of inequalities. Robustness is realized by maximization of the probability of simultaneous realization of the design specifications. Simulation experiments show that this method provides a favorable balance between control performance and robustness