파라미터가 불확정된 경우의 guaranteed cost LQ 레귤레이터

A guaranteed cost LQ regulator in the presence of parameter uncertainties

Guaranteed cost control is a method applicable to a class of systems with uncertain parameters that guarantees an upper bound of the cost functional. This paper is concerned with a matrix decomposition technique used to yield a reasonable upper bound of the cost functional for a finite-time LQ regulator problem. The uncertain linear systems dealt with in this paper are described by a set of state equations of single-input phase-variable canonical form which contain unknown but bounded uncertain parameters.