Minimax Adaptive Control for State Matrix with Unknown Sign

Abstract

For linear time-invariant systems having a state matrix with uncertain sign, we formulate a minimax adaptive control problem as a zero sum dynamic game. Explicit expressions for the optimal value function and the optimal control law are given in terms of a Riccati equation. The optimal control law is adaptive in the sense the past data is used to estimate the uncertain sign for prediction of future dynamics. Once the sign has been estimated, the controller behaves like standard H-infinity optimal state feedback.