Control of Systems With Uncertain Initial Conditions

This note deals with the control of linear discrete-time systems with uncertain initial conditions. Specifically, we consider the problem where the initial condition is known to reside in a norm ball of some radius, and the input disturbance is constrained to satisfy an independent norm condition. The paper focuses on eventually periodic systems; these include both finite horizon and periodic systems as special cases. The main theorem provides exact synthesis conditions for the existence of eventually periodic controllers which both stabilize and provide performance in closed-loop control systems. These conditions are given in terms of a finite-dimensional semidefinite programming problem. We also give a version of the main result for the special case of linear time-invariant systems with uncertain initial states, and conclude with an illustrative example.