On the Sensitivity Minimization Problem for Linear Time-Varying Periodic Systems

Abstract
©1986 Society for Industrial and Applied Mathematics. Permalink: http://dx.doi.org/10.1137/0324064DOI: 10.1137/0324064An optimal control problem is formulated in the context of linear, discrete-time, periodic systems. The cost is the supremum over all exogenous inputs in a weighted hall of plant inputs. The controller is required to be causal, periodic of the fixed order of the system and to achieve internal stability. Existence of an optimal controller is proved and a formula for the minimum cost is derived