Abstract

The problem of uniformly optimal control is posed in the context of linear time-varying discrete-time systems; the controller is optimal uniformly over a pre-specified set of exogenous signals. Existence of an optimal controller is proved and a formula for the minimum cost is derived. The time-invariant case is treated in the frequency domain. It is shown that for time-invariant systems an optimal time-varying controller is no better than an optimal time-invariant controller.

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