Robust H-infinity control for systems with time-varying parameter uncertainty and variance constraints

In this paper, the problem of designing robust H-infinity controllers for l inear continuous-time systems subjected to time-varying parameter uncertain ty and steady-state variance constraints is considered. The goal of this pr oblem is to design the state feedback controller, such that for all admissi ble time-varying parameter perturbations, the steady-state variance of each state is not more than the individual prespecified upper bound and the H-i nfinity norm of the transfer function from disturbance inputs to system out puts meets the prespecified upper bound constraint, simultaneously. The par ameter uncertainties are allowed to be time-varying and norm-bounded. A pur ely algebraic matrix equation approach is effectively utilized to solve the problem addressed. The existence conditions as well as the explicit expres sion of desired controllers are presented, and two illustrative examples ar e used to demonstrate the applicability of the proposed design procedure.