Near-optimal control of parameter-dependent linear plants†

An incremental formulation and solution to the optimal linear control problem with parametric dependence is given. It accommodates parameter values about a nominal by updating the elements of the feedback matrix as a linear combination of such (known) parameter incrementals, thereby maintaining near-optimality without repeated solution of the attendant Riccati equation. By off-line precomputation of the nominal feedback matrix and the feedback matrix updating relationship, the technique is attractive for simple on-line implementation. A simulation example suggests that significant parameter variations can be accommodated.