Robust hybrid LQ controller

In this paper design of switching controllers for linear systems with analog uncertainty is considered. The controllers are LQ controllers and switching sequence is determined by minimization of suitable defined priority function. The priority function includes switching penalty term which introduces cautiousness in switching discrete state. First in the paper are finded conditions for weighting matrices in the LQ criterion under which nonswitching LQ controller is stable in the presence of uncertainty. After that for system with switching LQ controllers previously defined, the robust asymptotic stability is established.