Guaranteed cost control for discrete-time linear systems under controller gain perturbations

Abstract

This paper considers the problem of guaranteed cost control for discrete-time linear systems under state feedback control gain perturbations. Two classes of perturbations are considered, namely, additive and multiplicative. The state feedback control designs for optimal guaranteed cost control under the two classes of gain perturbations are given in terms of solutions to algebraic Riccati equations. The designs are such that the cost of the closed-loop system is guaranteed to be within a certain bound for all admissible uncertainties. Numerical examples are included to illustrate the design procedures.