Finite horizon H∞ with parameter variations

In this paper we consider the finite horizon H_∞ performance robustness problem with parameter variations. Assuming a nominal model, an iterative procedure is given to synthesize a suboptimal H_∞ controller, which yields the required performance even under parameter variations. As a byproduct, an expression for the variation of performance due to parameter variations is given for this specific controller. An example which illustrates the methodology is worked out under parameter uncertainties.