Automatica, Vol.32, No.4, 603-606, 1996
Model Validation for Robust-Control of Uncertain Systems with an Integral Quadratic Constraint
This paper presents a new approach to the model validation problem for a class of uncertain systems in which the uncertainty is described by an integral quadratic constraint. The proposed model validation algorithm is based on the solution to a game-type Riccati differential equation and a set of state equations closely related to a robust Kalman filtering problem.