H2 GUARANTEED COST CONTROL FOR UNCERTAIN CONTINUOUS-TIME LINEAR-SYSTEMS

This paper proposes a solution to the H-2 guaranteed cost control problem for uncertain, continuous-time linear systems. It consists of the determination of a constant state feedback stabilizing matrix gain and a H-2-norm upper bound, valid for all feasible models. The uncertainties are only assumed to be convex-bounded, a concept which generalizes the important case of interval matrices uncertainties. The results follow from a new parameterization of all stabilizing gains over a convex set. As an additional property, the above mentioned H-2-norm upper bound reduces to the minimum H-2 cost in case of precisely known linear systems.