Synthesis of Minimax Adaptive Controller for a Finite Set of Linear Systems

The design of an adaptive controller with bounded L
2
-gain from disturbances to errors for linear time-invariant systems with uncertain parameters restricted to a finite set is investigated. The synthesis of the controller requires finding matrices satisfying non-convex matrix inequalities. We propose an approach for finding these matrices based on repeatedly linearizing the terms that cause the non-convexity of the inequalities. Empirical evidence suggests that the approach leads to adaptive controllers with significantly smaller upper bound on the L
2
-gain.