OPTIMAL GUARANTEED COST CONTROL AND FILTERING FOR UNCERTAIN LINEAR-SYSTEMS

The paper presents results on the design of robust state feedback controllers and steady-state robust state estimators for a class of uncertain linear systems with norm bounded uncertainty. The state feedback results extend the linear quadratic regulator to the case in which the underlying system is dependent on uncertain parameters. The state estimation results extend the steady-state Kalman Filter to the case in which the underlying system is also uncertain.