Novel Optimal Guaranteed Cost Control of Uncertain Discrete Systems with Both State and Input Delays

The problem of the guaranteed cost control (GCC) for a class of uncertain discrete-time systems with both state and input delays is considered in this paper. A novel LMI-based approach is proposed for the existence of a state feedback controller which guarantees not only the asymptotic stability of the closed-loop system, but also an adequate performance bound over all the possible parameter uncertainties. A convex optimization algorithm is given to design the state feedback controller which minimizes a bound on a quadratic performance index. The result exhibits some favorable features in computation as shown by a numerical example. This work was supported by the National Science Foundation of China under Grants 60504012 and 60774039.