The author studies a particular class of algebraic Riccati equations (ARE) arising when designing quadratic optimal state-feedback control laws for linear systems affected by interval parametric uncertainty. In section 3 it is shown that the ARE becomes an interval matrix equation, and its properties (existence and structure of solutions) are studied in section 4 and theorem 1. The impact of interval uncertainty on the quadratic objective function is finally described in section 5 and theorem 2.
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