| Robust H_2 estimation and control |
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| 作者姓名： | Lihua XIE Yeng Chai SOH Chunling DU Yun ZOU |
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| 作者单位： | School of Electrical and Electronic Engineering，Nanyang Technological University，Block S2，Nanyang Avenue，Singapore 639798;
Mechatronics and Recording Channel A* STAR，Data Storage Institute 5，Engineering Drive 1，Singapore 117608;
Department of Automation，Nanjing University of Science and Technology，Nanjing Jiangsu 210014，China |
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| 摘 要： | This paper is concerned with the H2 estimation and control problems for uncertain discretetime systems with norm-bounded parameter uncertainty. We first present an analysis result on H2 norm bound for a stable uncertain system in terms of linear matrix inequalities (LMIs). A solution to the robust H2 estimation problem is then derived in terms of two LMIs. As compared to the existing results, our result on robust H2 estimation is more general. In addition, explicit search of appropriate scaling parameters is not needed as the optimization is convex in the scaling parameters. The LMI approach is also extended to solve the robust H2 control problem which has been difficult for the traditional Riccati equation approach since no separation principle has been known for uncertain systems. The design approach is demonstrated through a simple example.
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Robust H_2 estimation and control |
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| Lihua XIE,Yeng Chai SOH,Chunling DU,Yun ZOU.Robust H_2 estimation and control[J].Journal of Control Theory and Applications,2004(1). |
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| Authors: | Lihua XIE Yeng Chai SOH Chunling DU Yun ZOU |
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| Abstract: | This paper is concerned with the H2 estimation and control problems for uncertain discretetime systems with norm-bounded parameter uncertainty. We first present an analysis result on H2 norm bound for a stable uncertain system in terms of linear matrix inequalities (LMIs). A solution to the robust H2 estimation problem is then derived in terms of two LMIs. As compared to the existing results, our result on robust H2 estimation is more general. In addition, explicit search of appropriate scaling parameters is not needed as the optimization is convex in the scaling parameters. The LMI approach is also extended to solve the robust H2 control problem which has been difficult for the traditional Riccati equation approach since no separation principle has been known for uncertain systems. The design approach is demonstrated through a simple example. |
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| Keywords: | Uncertain systems Robust estimation H2 control Linear matrix inequalities Convex optimization |
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