The parameter robust Risk-Sensitive control synthesis is newly developed to deal with the parameter uncertainties of a system. In this synthesis the parameter uncertainties are decomposed into three parts and are reflected in the cost function and the noise models. This new method improves the tolerance of a controller to parameter uncertainties in a system. A nonlinear attitude model of a satellite with thrusters, magnetic torquers and reaction wheels is developed. Then the linearized version of the satellite attitude model is derived for the attitude hold mode. To determine the performance of the parameter robust Risk-Sensitive control method, the steady-state mean square histories of the state and input variables are calculated by finding the covariance matrices. Moreover, the performance and stability robustness of parameter robust Risk-Sensitive control are compared with the classical linear quadratic Guassian control. Finally, as an application of this parameter robust Risk-Sensitive control, we use the Korea Multi-Purpose Satellite model equipped with reaction wheels and thrusters as the attitude control devices. The numerical simulations show that the parameter robust Risk-Sensitive control method has better performance and stability characteristics than the classical linear quadratic Guassian control method, especially when the parameter uncertainties are large.
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