Upper Bounds on Large Deviations in Linear Systems in the Presence of Uncertainty

Abstract

We considered linear dynamical systems subjected to the uncertainty in its matrix. Using the linear matrix inequality technique, upper bounds on the deviations in linear dynamical systems were obtained; also, the problem of minimization of deviations in linear control systems by means of a linear static state feedback was analyzed. The results of numerical simulations testified to a low conservatism of the obtained estimates.