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Robustness and optimality of linear quadratic controller for uncertain systems. (English) Zbl 0855.49024
Summary: In this paper, we present a linear quadratic design for uncertain systems in state space representation. The parameter uncertainty is structured and value bounded. We show also that with a controller of this type, the optimality of the LQ regulator is preserved in the presence of uncertainty.

MSC:
49N10 Linear-quadratic optimal control problems
93B35 Sensitivity (robustness)
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