Robust control and computation issues for a class of linear multivariable uncertain systems: Invited Session paper: Linear multivariable systems

Robust control of dynamic linear systems with parametric uncertainties in the LQG context often leads to the so-called guaranteed cost control approaches. In such cases it is based on the solution of generalized Riccati equations. This paper presents an overview of robust control problems related to the guaranteed cost control approach and the corresponding solutions. It is shown that different uncertainty descriptions and design specifications lead to various forms of generalized Riccati equations that may admit either analytical or computational positive definite solutions. The associated closed-loop systems´ robustness features are also discussed.