A separation theorem for guaranteed H2 performance through matrix inequalities

被引：5

作者：

Haesaert, Sofie ^{[1
]}

Weiland, Siep ^{[1
]}

Scherer, Carsten W. ^{[2
]}

机构：

[1] Eindhoven Univ Technol, Dept Elect Engn, Eindhoven, Netherlands

[2] Univ Stuttgart, Dept Math, Stuttgart, Germany

来源：

AUTOMATICA | 2018年 / 96卷

关键词：

Separation of estimation and control; H-2-norm; Matrix inequalities; Linear time-invariant systems; Discrete-time; RICCATI EQUATION; TIME; SYSTEMS;

D O I：

10.1016/j.automatica.2018.07.002

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The usage of convex optimisation programs that leverage linear matrix inequalities allows for numerical solutions to the design of output-feedback controllers with guaranteed H-2 performance. As decreed by the classical separation theorem for the related LQG control problem, the H-2 control problem admits an optimal solution in terms of those of the separate optimal state-estimation and state-feedback design problems. This work details a new and alternative proof of this separation theorem. The proof builds on techniques for (linear) matrix inequalities and shows, in particular, that feasible but sub-optimal solutions of the state-feedback and the state-estimation problem yield a sub-optimal output feedback controller with guaranteed H-2 performance. (C) 2018 Elsevier Ltd. All rights reserved.

引用

页码：306 / 313

页数：8

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