A Riccati Equation Approach to the Design of Stabilizing Controllers and Observers for a Class of Uncertain Linear Systems

This paper presents a procedure for designing a full state observer and feedback control law which will stabilize a given uncertain linear system. The uncertain linear systems under consideration are described by state equations which depend on time-varying unknown but bounded uncertain parameters. The design procedure involves solving two algebraic Riccati equations. A feature of the design procedure presented is the fact that it reduces to the standard LQG design procedure if the system contains no uncertain parameters.