Fixed structure controller for uncertain systems

Abstract The control of a linear discrete-time stochastic system with unknown parameters where the control is restricted to be a linear dynamic transformation of the output is considered. The apriori statistics of the unknown parameters are assumed to be known and at each time N o the mean and variance of the unknown parameters are assumed to be available from an extended Kalman filter or any nonlinear estimator, based on the latest available observations. Necessary and sufficient conditions for the determination of the controller parameters are given.