Designing stabilizing controllers for uncertain systems using the Riccati equation approach

A useful technique for determining a linear feedback control law stabilizes an uncertain system is the Riccati-equation approach of I.R. Petersen and C.V. Hollot (1986). They consider systems with time-varying uncertainty in the system matrix and obtain the constant feedback gains for the linear stabilizing controller in terms of the solutions of a Riccati equation. The technique is extended to include problems with time-varying uncertainty in the input connection matrix. Several examples are included to demonstrate the efficacy of this result.<
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