Uniformly optimal control of linear feedback systems (Q1063563)

The authors consider the problem of uniformly optimal control in the context of linear time-varying discrete-time systems in which the controller is optimal uniformly over a pre-specified set of exogenous signals. The existence of an optimal controller is proved together with a derived formula for the minimum cost. The time-invariant case is treated in the frequency domain. It is shown that for time-invariant systems an optimal time-varying controller is not better than an optimal time- invariant controller.