Optimal guaranteed cost control of linear uncertain systems with input constraints

The guaranteed cost control problem for a class of linear systems with norm-bounded time-varying parameter uncertainties and input constraints is considered. A sufficient condition for the existence of guaranteed cost state feedback controllers is derived via the linear matrix inequality (LMI) approach, and a design procedure to guaranteed cost controllers is given. Furthermore, a convex optimization problem is formulated to determine the optimal guaranteed cost controller. An example is given to illustrate the effectiveness of the proposed results.