Parametric uncertain LTI systems: an LMI optimisation formulation for robust feedback control design

Abstract

This article considers the following problems for a parametric uncertain (affine) linear time-invariant system. The first problem is: Let a feedback gain matrix be designed such that the states of the closed loop system satisfy the specified transient performance bounds. Then, compute a ball in the uncertain parameter space such that for all parameter perturbations within it, the state response continues to satisfy the same transient performance bounds. The second problem is on the synthesis of a robust static state feedback control, which i) minimises the norm of the gain matrix, ii) maximises the radius of the ball in the uncertain parameter space, and iii) ensures achieving specified transient performance in the closed loop. For this, a sub-optimal linear matrix inequality optimisation is formulated. The developed results are demonstrated with numerical examples. It also highlights how the proposed methodology can be applied to design robust static state feedback control for a polytopic uncertain system.