Probabilistic discrete system models for H∞ optimal control design

The modelling and H_∞ control of discrete-time systems with uncertain parameters which can be represented probabilistically is considered. The polynomial based model structure is chosen so that high frequency lag terms may be introduced whose parameters have zero expected value. Similarly uncertain zeros may be considered. An H_∞ controller can then be obtained which stabilises the nominal plant model and also provides a degree of robustness to uncertain poles and zeros.