Abstract
A method for designing a feedback control law to stabilize a class of uncertain linear both continuous-time and discrete-time systems is presented. The systems under consideration contain uncertain parameters whose values are known only to within a given compact bounding set. The state-space approach based on the solution of the Riccati equation is taken. The new properties of the non-standard Riccati equation are derived. These properties have allowed to develop algorithm of calculation of weighting matrices of output and external disturbance vectors for synthesis of LQG or H∞-regulators. Such regulators (designed for the nominal system) provide stability of the closed systems for the class of objects with uncertain parameters.
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