Robustness Analysis of a Class of Optimal Control Systems

Abstract

This paper deals with a class of optimal control systems, where the controller. in addition to minimizing a quadratic criterion, also shall give the closed-loop system prescribed eigenvalues. Three methods for analysing the robustness of such systems under parameter perturbations are discussed: Eigenvalue sensitivity, singular values and the block Gerschgorin theorem. Numerical examples are presented to illustrate the different methods.

Keywords

• Optimal control systems