Guaranteed cost control of uncertain systems with a time-multiplied quadratic cost function: An approach based on linear matrix inequalities
The paper is concerned with the problem of designing guaranteed cost controllers for a class of norm bounded uncertain systems with a time multiplied linear-quadratic cost function. Such a cost function penalizes the states heavily as time increases and hence, forces the states to approach zero more quickly. Therefore a shorter transient response usually appears. A number of fixed Lyapunov functions is used to guarantee the quadratic stability of the system and an upper bound on the cost function. It is shown that the problem of minimizing the upper bound can be reduced to that of iteratively solving a Riccati equation and an LMI optimization problem.
scientific article; zbMATH DE number 1325785