Recursive robust regulator for discrete-time state-space systems

This paper deals with robust regulation problem for discrete-time linear systems subject to uncertainties. The uncertainties are assumed bounded. A new functional based on the combination of penalty functions and weighted game-type cost function is defined to deal with this problem. The solution provided is based on recursive Riccati equations. An interesting feature of this approach is that the recursiveness can be performed without the need of adjusting auxiliary parameters.