H∞ Guaranteed Cost Computation by Means of Parameter Dependent Lyapunov Functions

Abstract A linear matrix inequality approach to compute H ∞ guaranteed costs by means of parameter dependent Lyapunov functions is presented in this paper. The uncertain linear systems are supposed to belong to convex bounded domains (polytope type uncertainty). Less conservative evaluations are obtained, in both continuous-time and discrete-time systems, as illustrated by means of numerical examples.

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