Abstract

For linear time-invariant systems having a state matrix with uncertain sign, we formulate and solve a minimax adaptive control problem as a zero sum dynamic game. Explicit expressions for the optimal value function and the optimal control law are given in terms of a Riccati equation. The optimal control law is adaptive in the sense that past data is used to estimate the uncertain sign for prediction of future dynamics. Once the sign has been estimated, the controller behaves like standard H∞ optimal state feedback.

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