RICCATI EQUATION APPROACH TO THE DESIGN OF STABILIZING CONTROLLERS AND OBSERVERS FOR A CLASS OF UNCERTAIN LINEAR SYSTEMS.

The author presents a procedure for designing a full state observer and feedback control law which will stabilize a given uncertain linear system. The uncertain linear systems under consideration are described by state equations which depend on time-varying unknown but bounded uncertain parameters. The design procedure involves solving two algebraic Ricatti equations. A feature of the design procedure is that it reduces to the standard linear quadratic Gaussian (LQG) design procedure if the system contains no uncertain parameters.