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Robust stabilization of linear discrete time systems with uncertain dynamics

This paper proposes a new linear robust state feedback controller for the linear discrete time systems which have uncertainties in the state and input matrices. The uncertainties need not satisfy the matching conditions, but only their bounds are needed to be known. The proposed controller is derived from the linear quadratic game problem, which solution is obtained via the modified algebraic Riccati equation. The controller guarantees the robust performance bound. The bound of the solution and the condition of the uncertainties, which can stabilize the uncertain system are explored.