A RICCATI EQUATION APPROACH TO THE DESIGN OF LINEAR ROBUST CONTROLLERS

In this paper, by the Lyapunov stability criterion and the Riccati equ ation, we derive a new procedure for determining a linear control law to stabilize an uncertain system. The main features of this approach a re that no precompensator is needed, the required feedback gains are s mall and the uncertain system can be exponentially stabilized with any prescribed exponential rate. In addition, the robust control law can be made linear quadratic optimal with respect to an index function for the nominal system. Two examples are given to illustrate the results.