Tracking optimal feedback control under uncertain parameters

Optimal control problems of tracking type for a class of linear systems with uncertain parameters in the dynamics are investigated. An affine tracking feedback control input is obtained by considering the minimization of an energy-like functional depending on a finite ensemble of training/sample parameters. It is computed from the solution of an associated differential Riccati equation. Simulations are presented showing the tracking performance of the computed input for trained as well as untrained parameters. •Optimal control problems of tracking type with uncertain parameters in the dynamics.•Affine feedback control input based on an a priori chosen ensemble of parameters.•Robust tracking performance against parameter variations observed in simulations.