An introduction to a nonlinear programming approach to optimal continuous robust parametric H2 control

摘要

A parametric H optimal control problem for linear continuous time-invariant systems is discussed. The control setup allows that any matrix coefficient of a system state space description be subjected to parameter uncertainties. Controllers with any order and any structure can be synthesized by recasting it as a Static Output Feedback problem. A modified H cost functional that allows to start the optimization with a non stabilizing controller is used. First and second order derivatives for the modified H cost functional with respect to system uncertainties and controller parameters are given. Based on this setup, several parametric robust design problems are formulated.