Robust game theoretic synthesis in the presence of uncertain initial states and system parameters

A game theoretic approach to linear control synthesis is developed in which initial states and system parameter uncertainties are included as adversaries. The ℋ_∞ performance constraint is imbedded in the synthesis formulation by penalizing the process and measurement disturbances in the game cost criterion. The resulting controller requires a solution to an augmented algebraic Riccati equation in which the quadratic term is nonnegative. A fixed-order compensator design problem is considered with partial information. System matrices in the problem are nonlinear functions of real valued parameters