Quadratic Guaranteed Cost LQG Control for Uncertain Systems with Structured Uncertainty

This paper is concerned with the problem of guaranteed cost LQG control for linear uncertain systems. Quadratic guaranteed cost control is a methodology for the design of quadratically stabilizing controllers which assure a guaranteed level of performance for the closed loop system. In this paper, we consider linear uncertain systems which are disturbed with normbounded, time-varying structured uncertainty. Our approach is a linear matrix inequality approach to design the output feedback controller. An example is given to illustrate the final results.

Keywords:

Robust Performance , LQG Control , Quadratic Stability , Structured Uncertainty , Linear Matrix Inequalities (LMIs)