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A Riccati equation approach to the optimal guaranteed cost control of uncertain systems with structured uncertainty

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › peer-review

6 Citations (Scopus)

Abstract

In this paper, a Riccati equation approach is presented to construct the optimal quadratic guaranteed cost controller for uncertain systems. The uncertainty in the system is assumed to be norm bounded, time-varying and structured. The Riccati equation depends on a positive definite diagonal matrix. This matrix has the same structure as the uncertainty in the system. The paper presents a definition of convexity for matrix functions. Using this definition, it is proved that the stabilizing solution of the Riccati equation is a convex matrix function of the diagonal elements in the dependent matrix. Therefore, the optimal guaranteed cost controller can be found by carrying out a search with respect to the diagonal elements in the dependent matrix.

Original languageEnglish
Title of host publicationIDC 1999 - 1999 Information, Decision and Control, Data and Information Fusion Symposium, Signal Processing and Communications Symposium and Decision and Control Symposium
Subtitle of host publicationProceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages277-282
Number of pages6
ISBN (Electronic)0780352564, 9780780352568
DOIs
Publication statusPublished - 1999
Externally publishedYes
Event1999 Information, Decision and Control, IDC 1999 - Adelaide, Australia
Duration: 8 Feb 1999 → 10 Feb 1999

Publication series

NameIDC 1999 - 1999 Information, Decision and Control, Data and Information Fusion Symposium, Signal Processing and Communications Symposium and Decision and Control Symposium: Proceedings

Conference

Conference1999 Information, Decision and Control, IDC 1999
Country/TerritoryAustralia
CityAdelaide
Period8/02/99 → 10/02/99

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