Title :
Discrete-time H2 guaranteed cost analysis for systems with norm-bounded structured uncertainty
Author :
Conway, Richard ; Horowitz, Roberto
Author_Institution :
Dept. of Mech. Eng., Univ. of California, Berkeley, CA, USA
Abstract :
This paper presents two methodologies for analyzing the H2 guaranteed cost performance of a discrete-time LTI system with norm-bounded structured uncertainty. The first methodology is based on semi-definite programming and the second methodology is based on smooth nonlinear convex optimization in which each function evaluation requires the solution of one discrete algebraic Riccati equation. The two methods are then compared in terms of their speed and accuracy.
Keywords :
H2 control; Riccati equations; convex programming; cost optimal control; discrete time systems; linear systems; uncertain systems; H2 guaranteed cost analysis; LTI system; discrete algebraic Riccati equation; discrete time system; norm bounded structured uncertainty; semidefinite programming; smooth nonlinear convex optimization; Convex functions; Linear matrix inequalities; Optimization; Strontium; Symmetric matrices; Uncertainty; Upper bound;
Conference_Titel :
American Control Conference (ACC), 2012
Conference_Location :
Montreal, QC
Print_ISBN :
978-1-4577-1095-7
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2012.6315519
