Minimax guaranteed cost control for linear continuous-time systems with large parameter uncertainty

Abstract

This paper presents a method for designing a robust controller for linear systems with structured time-varying uncertainty. The proposed robustness design method results in a simple linear output feedback control law which not only guarantees the asymptotic stability of the closed-loop system, but also minimizes the maximal performance bound over all possible parameter perturbations. The problem is solved by employing a constrained optimization method using analytical gradients. A comparative study of an example shows the improvements and advantages of the proposed method over previous ones.