An optimal control approach to robust control design

We propose an optimal control approach to robust control design. Our goal is to design a state feedback to stabilize a system under uncertainty. We translate this robust control problem into an optimal control problem of minimizing a cost. Because the uncertainty bound is reflected in the cost, the solution to the optimal control problem is a solution to the robust control problem. Our approach can deal with both linear and nonlinear systems. Furthermore it can handle both matched and unmatched uncertainties. It can also handle uncertainty in the control input matrix. Keywords: robust control, nonlinear systems, matching condition, optimal control 1 Introduction We say that a controller is robust if it works even if the actual system deviates from its ideal model on which the controller design is based. Needless to say, it is very important for a controller to be robust, because, as modern day systems become more and more complex, it is in fact impossible to find the exact model of a...