Optimal controller design for minimum trajectory sensitivity

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Abstract
An optimal control scheme is developed for a linear time-varying system whose system parameters may deviate from their nominal values. The controller is of the closed-loop type which involves the solution to a matrix Riccati equation. For each given system the Riccati equation need be solved only once. Two methods for computing the closod-loop optimal control function are given. The first method is based on the solution of an augmented homogeneous differential system. The second method yields an algorithm of an iterative scheme. An example is given as an illustration.

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