Guaranteed cost control for discrete-time uncertain systems with saturating actuators

This paper considers the robust guaranteed cost control problem for uncertain linear discrete-time systems subject to actuator saturation. By using the linear matrix inequality (LMI) approach, we obtain sufficient conditions for the existence of a state feedback control law, and the problem of designing the optimal guaranteed cost controller is converted to a convex optimization problem with LMI constraints. Numerical examples are given to illustrate the effectiveness of the proposed results.

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