On the weighted sensitivity minimization problem for delay systems |
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| Authors: | Kemin Zhou Pramod P Khargonekar |
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| Affiliation: | 1. Department of Financial and Management Engineering, University of the Aegean, 41 Kountouriotou str, Chios 82100, Greece;2. Department of International and European Economic Studies, Athens University of Economics and Business, 76 Patission Str, Athens 10434, Greece;3. Department of Statistics, Athens University of Economics and Business,76 Patission Str, Athens 10434, Greece;4. Laboratory of Stochastic Modelling and Applications, Athens University of Economics and Business,76 Patission Str, Athens 10434, Greece;5. Department of Economics, University of Bologna, 1, piazza Scaravilli, 40126, Bologna, Italy |
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| Abstract: | We consider the H∞-optimal sensitivity problem for delay systems. In particular, we consider computation of μ:= inf {|W-φq|∞ : q ε H∞(j
)} where W(s) is any function in RH∞(j
), and φ in H∞(j
) is any inner function. We derive a new explicit solution in the pure delay case where φ = e−sh, h > 0. |
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| Keywords: | H∞ -Optimal sensitivity Delay systems Nehari problem |
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