GAIN AND PHASE MARGINS OF THE GUARANTEED COST REGULATOR

Closed-loop stability conditions are given for systems with both struc tured and unstructured uncertainties. In particular, it is shown that the guaranteed cost regulator taking into account the structured uncer tainties, can tolerate unstructured uncertainties as well. If the syst ems dynamics matrix only is uncertain, this controller provides the sa me stability margins as the standard LQ optimal regulator, for all adm issible parameter variations. If, in addition, uncertainties enter int o the input matrix, stability margins depend on the uncertainties on B . Furthermore, these results are extended to the a-stability case.