Robust output feedback guaranteed cost control of nonlinear stochastic uncertain systems via an IQC approach

This paper presents a new approach to constructive output feedback robust nonlinear controller design based on the use of integral quadratic constraints and minimax LQG control. The approach involves a class of controllers which include copies on the nonlinearities in the controller. The nonlinearities being considered are those which satisfy a certain global Lipschitz condition. The linear part of the controller is synthesized using minimax LQG control theory which is closely related to H^infin control theory and this leads to a nonlinear output feedback controller which gives an upper bound on the closed loop value of a quadratic cost functional