On the Design of Robust Controllers for Arbitrary Uncertainty Structures

Constantino M. Lagoa, Xiang Li, Mario Sznaier

Research output: Contribution to journalArticlepeer-review

6 Scopus citations


The focal point of this note is the design of robust controllers for linear time-invariant uncertain systems. Given bounds on performance (defined by a convex performance evaluator) the algorithm converges to a controller that robustly satisfies the specifications. The procedure introduced has its basis on stochastic gradient algorithms and it is proven that the probability of performance violation tends to zero with probability one. Moreover, this algorithm can be applied to any uncertain plant, independently of the uncertainty structure. As an example of application of this new approach, we demonstrate its usefulness in the design of robust H2 controllers.

Original languageEnglish (US)
Pages (from-to)2061-2065
Number of pages5
JournalIEEE Transactions on Automatic Control
Issue number11
StatePublished - Nov 2003

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering


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