Robust stability and performance analysis: a new approach

Bernstein et al (1992) obtained results on robust stability and performance analysis by choosing a bound for the uncertainty terms in an uncertain Lyapunov equation. For performance analysis, one approach is to use an estimate of the solution of an uncertain Lyapunov equation to directly obtain a cost estimation. This paper presents some preliminary results for robust performance analysis and robust stability. The results presented in this paper show that for a certain class of uncertain systems (e.g., the Maximum Entropy covariance model), the guaranteed cost and its computation can be greatly improved