State-feedback H infinity -type control of linear systems with time-varying parameter uncertainty

This paper is concerned with stabilisation and disturbance attenuation problems for linear systems with uncertain parameters. We consider the case, where the uncertainties are possibly unbounded but have a certain normal distribution and the case, where the uncertainties are arbitrary but bounded. Criteria for the solvability of the disturbance attenuation problem are presented in terms of generalized Riccati-type matrix inequalities and equations. The main part of the paper is devoted to the analysis and solution of these equations. A numerical example is given to illustrate our results. © 2001 Elsevier Science Inc. All rights reserved.