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A convex optimization procedure to compute ℋ2 and ℋ∞ norms for uncertain linear systems in polytopic domains

✍ Scribed by Ricardo C. L. F. Oliveira; Pedro L. D. Peres


Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
170 KB
Volume
29
Category
Article
ISSN
0143-2087

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✦ Synopsis


Abstract

In this paper, a convergent numerical procedure to compute ℋ︁~2~ and ℋ︁~∞~ norms of uncertain time‐invariant linear systems in polytopic domains is proposed. The norms are characterized by means of homogeneous polynomially parameter‐dependent Lyapunov functions of arbitrary degree g solving parameter‐dependent linear matrix inequalities. Using an extension of Pólya's Theorem to the case of matrix‐valued polynomials, a sequence of linear matrix inequalities is constructed in terms of an integer d providing a Lyapunov solution for a given degree g and guaranteed ℋ︁~2~ and ℋ︁~∞~ costs whenever such a solution exists. As the degree of the homogeneous polynomial matrices increases, the guaranteed costs tend to the worst‐case norm evaluations in the polytope. Both continuous‐ and discrete‐time uncertain systems are investigated, as illustrated by numerical examples that include comparisons with other techniques from the literature. Copyright © 2007 John Wiley & Sons, Ltd.