Robust performance optimization based on stochastic model errors: the stable case

Robust control aims to account for model uncertainty in design. Traditional methods for robust control typically assume knowledge of hard bounds on the system frequency response. However, this does not match well with system identification procedures which typically yield statistical confidence bounds on the estimated model. This paper explores a new procedure for obtaining a better match between robust control and system identification by using stochastic confidence bounds for robust control design. Given a nominal design, we set up an optimization problem which is aimed at reducing the statistical variability, measured in a mean square sense, from the nominal sensitivity. The proposed procedure is straightforward and leads to an easily computable solution for the final robust controller in the case of a stable plant and modest plant uncertainty. An illustrative example is provided which shows the advantages of the method. Copyright © 2002 John Wiley & Sons, Ltd.