Robust LQG optimal controller design for multivariable discrete saturating systems with noise spectral uncertainties and non-linear time-varying unmodelled dynamics (Q3982011)

The paper is proposing a robust stabilization criterion for discrete-time multivariable stochastic systems, subjected to nonlinear time-varying (NLTV) unmodelled dynamics and constrained actuators. Based on this stabilization criterion there is presented a design procedure for robust linear-quadratic- gaussian optimal controller synthesis in a discrete saturating system with noise spectral uncertainties as well as NLTV unmodelled dynamics. In the conditions when spectral densities are not exactly known but are restricted to a compact and convex set, the 9-steps proposed algorithm for the synthesis of the robust controller is minimizing the least favourable cost function \(J\) by specifying an appropriate weighting scalar \(r\) in the cost functional. A necessary and sufficient condition for the solvability of such a robust stabilization problem is also introduced by means of the Nevanlinna-Pick interpolation theory. The Wiener \(Z\)-domain solution for controller synthesis, the saddle point theory and a property of the contractive operator are the key tools to the solution of the problem. The proposed algorithm is illustrated on a multi-input multi-output discrete stochastic system with NLTV unmodelled dynamics.