This paper presents, for discrete-time LTI systems with unstructured dynamic uncertainty, a methodology for designing full information controllers which minimize the upper bound on robust H2 performance given in . It is first shown that this optimal control problem can be cast as a semi-definite program. Then, it is shown that this optimization problem can be solved efficiently and accurately using discrete algebraic Riccati equations.
- Dynamic Systems and Control Division
Optimal Full Information H2 Guaranteed Cost Control of Discrete-Time Systems
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Conway, R, & Horowitz, R. "Optimal Full Information H2 Guaranteed Cost Control of Discrete-Time Systems." Proceedings of the ASME 2010 Dynamic Systems and Control Conference. ASME 2010 Dynamic Systems and Control Conference, Volume 2. Cambridge, Massachusetts, USA. September 12–15, 2010. pp. 523-532. ASME. https://doi.org/10.1115/DSCC2010-4220
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