Generalized H/sub 2//H/sub infinity / robust controller for adaptive control applications

An H/sub 2//H/sub infinity / controller is derived for adaptive control applications based upon a generalized LQG (linear quadratic Gaussian) controller. The closed-loop system is shown to be robust in a particular limiting case, where H/sub infinity / properties are optimized and the system is represented in an uncertain ARMAX form. A stability robustness lemma is derived which shows that a particular H/sub infinity / cost-index must be minimized to optimize robustness properties.<
>