A New Framework of Robust LQ Optimal Control for Parameter Variation

Abstract

This paper proposes a new framework to design LQ optimal control laws robust to parameter variation. By constructing the variational system of the original state space model with respect to a model parameter, we evaluate the sensitivity of the system behavior with respect to parameter variation. Some properties of the variational system, such as stability and controllability, are examined. A sufficient condition to realize robust LQ optimal control is obtained by investigating the controllability of the variational system. A numerical example exhibits how the proposed control method works with controllability analysis.