Linear adaptive control for nonstationary uncertain systems under bounded noise

A discrete-time nonstationary linear control system is considered to be given by the algebraic difference equation in the state space. The control system is subject to a bounded additive noise. Uncertain parameters of the system take their values on the given polytopes which evolve in time. The objective is to generate a linear feedback, which provides the minimization of a given performance criterion in adaptive way. In general, the control problem is reduced to the convex programming one of an insignificant computational complexity. Therewith, the control problem can be solved analytically in the case of interval set-valued parameter estimates. (C) 1997 Elsevier Science B.V.