Optimal robust output control

An optimal robust output controller that minimizes the bound for the objective functional for all admissible uncertainties is presented. The classical optimal linear quadratic control problem consists of finding a control law minimizing a quadratic functional on trajectories of linear dynamic object and has a solution if the total state vector of the object can be measured and if the model of the object is free of uncertainties. The parameter matrix of optimal robust control law can be found by solving the linear matrix inequality. The equations of the closed-loop system are written as an impulsive system with zero initial conditions. The condition is expressed in terms of linear matrix inequalities. The method is also applicable to the singular case.