Guaranteed Cost Control of Stochastic Uncertain Systems with Slope Bounded Nonlinearities via the use of Dynamic Multipliers

This paper presents a new approach to constructive output feedback robust nonlinear controller design. The approach involves a class of controllers which include copies of the slope bounded nonlinearities occurring in the plant. Integral quadratic constraints and dynamic multipliers are introduced to exploit these repeated nonlinearities. The linear part of the controller is synthesized using minimax LQG control theory. This leads to a stabilizing nonlinear output feedback controller which gives an upper bound on the closed loop value of a quadratic cost functional