Robust performance of discrete-time linear systems under partial statistical information for exogenous signals

Author

Prasanth, Ravi K. ; Nagpal, Krishan M.

Author_Institution

Sci. Syst. Co. Inc, Woburn, MA, USA

Volume

4

fYear

2001

fDate

2001

Firstpage

2755

Abstract

Performance under partial statistical information refers to the problem of minimizing the worst case variance of the regulated output over the class of exogenous signals whose autocorrelation function is partially specified. We consider this problem in the presence of linear time-invariant uncertainty. A sufficient frequency dependent LMI condition is derived for robust analysis. This condition is equivalent to the robust ℋ₂ results of Paganini (1999) obtained by set-based white noise modeling. In addition to providing a new interpretation, our result can be seen as a bridge between robust ℋ ₂ and ℋ_∞. problems

Keywords

H^∞ control; control system analysis; convex programming; discrete time systems; linear systems; matrix algebra; robust control; autocorrelation function; discrete-time linear systems; exogenous signals; linear time-invariant uncertainty; partial statistical information; regulated output; robust H_∞ problems; robust H₂ problems; robust analysis; robust performance; set-based white noise modeling; sufficient frequency dependent LMI condition; worst case variance; Autocorrelation; Bridges; Frequency dependence; Information analysis; Linear systems; Noise robustness; Signal design; State-space methods; Uncertainty; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2001. Proceedings of the 2001

Conference_Location

Arlington, VA

ISSN

0743-1619

Print_ISBN

0-7803-6495-3

Type

conf

DOI

10.1109/ACC.2001.946303

Filename

946303