Parameter uncertainties in control system design.

Development of a design method for including the effects of parameter uncertainties in the design of linear control systems. The approach taken to this problem may be classified as a special case of the stochastic control problem. Thus the formulation is based on the minimization of the expected value of a quadratic performance index defined in terms of the system state vector. The uncertainty in the value of the performance index is the result of the statistical nature of the system parameters rather than a random input signal. It is shown that the expected value of the performance index may be written as a sum of two terms under the assumption of first-order variations of the system state. The first of these terms expresses the nominal performance of the system when the system parameters assume their mean values. The second term represents the effect of the uncertainties on the expected value of the performance index, and is interpreted as an index of system sensitivity.