Optimal guaranteed cost control of discrete-time uncertain systems subjected to state saturation nonlinearity

Abstract

This paper investigates the optimal guaranteed cost (GC) control problem for uncertain discrete-time (DT) systems with state saturation nonlinearities via static-state feedback. The parameter uncertainties in the system state and input matrix are considered to be norm bounded. Utilizing Lyapunov theory and sector-based characterization of saturation nonlinearities, a novel criterion for the existence of GC controllers is proposed. The criterion is expressed in the framework of linear matrix inequalities (LMIs) and is thus computationally tractable. The proposed GC controllers make the closed-loop (CL) system asymptotically stable and ensure an adequate level of performance for all admissible parameter uncertainties. To design an optimum GC controller, a convex optimization problem with LMI constraints is formulated. The effectiveness of the proposed approach is illustrated by examples.