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Robust ℋ2 Performance: Guaranteeing Margins for LQG Regulators

Paganini, Fernando (1995) Robust ℋ2 Performance: Guaranteeing Margins for LQG Regulators. California Institute of Technology , Pasadena, CA. (Unpublished)

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This paper shows that ℋ2 (LQG) performance specifications can be combined with structured uncertainty in the system, yielding robustness analysis conditions of the same nature and computational complexity as the corresponding conditions for ℋ∞ performance. These conditions are convex feasibility tests in terms of Linear Matrix Inequalities, and can be proven to be necessary and sufficient under the same conditions as in the ℋ∞ case. With these results, the tools of robust control can be viewed as coming full circle to treat the problem where it all began: guaranteeing margins for LQG regulators.

Item Type:Report or Paper (Technical Report)
Additional Information:The author would like to thank John Doyle who suggested the consideration of this problem and helped with useful pointers to the appropriate tools, and Raffaello D'Andrea and Geir Dullerud for helpful discussions and suggestions. This research was sponsored by AFOSR.
Group:Control and Dynamical Systems Technical Reports
Record Number:CaltechCDSTR:1995.031
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Usage Policy:You are granted permission for individual, educational, research and non-commercial reproduction, distribution, display and performance of this work in any format.
ID Code:28108
Deposited By: Imported from CaltechCDSTR
Deposited On:18 Oct 2006
Last Modified:03 Oct 2019 03:29

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