Robust control of dynamic linear systems with model uncertainties involves modified Riccati equations (MRE) i.e. Riccati equations with additional terms depending on the uncertainties and on specific upper bounding functions. Robust controller design is based on the existence and computation of positive definite solutions of MRE. In the present paper MRE are investigated and computational techniques are presented. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)
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Kosmidou et al. (2005) studied this question.
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