Reliable control design using a two-stage linear quadratic reliable control

Two-step linear quadratic optimal control update equations and a sequential gain updating scheme are used to design a reliable guaranteed cost discrete-control system called two-stage linear quadratic reliable control (TSLQRC). Using this method reliable linear quadratic design results for continuous-time systems can be easily extended to discrete-time systems. The stability and performance gain margins of the TSLQRC are evaluated to show the connections between the continuous-time and the discrete-time designs.