Robust LQG control of uncertain linear systems via simultaneous H2 and H∞ approach

This communication is concerned with an optimal linear quadratic control design with guaranteed stability for systems with real time-varying parameter uncertainties and unstructured unmodelled dynamics. It is shown that this problem can be converted into a mixed H₂ and H_∞ control problem. A simultaneous H₂ and H_∞ approach is then applied to solve the latter problem. A numerical example is presented to demonstrate the significance of the proposed technique. © 1997 John Wiley & Sons, Ltd.