Analysis of Robust H2 Performance Using Multiplier Theory
نویسندگان
چکیده
منابع مشابه
Performance Using Multiplier Theory
In this paper, the problem of determining the worst-case H2 performance of a control system subject to linear time-invariant uncertainties is considered. A set of upper bounds on the performance is derived, based on the theory of stability multipliers and the solution of an original optimal control problem. The numerical issues raised by the resulting computational problems are discussed: in pa...
متن کاملA convex approach to robust H2 performance analysis
In this paper, we consider the problem of assessing worst-case H2 performance for MIMO systems and we give an LMI based su4cient condition for robust performance under LTI (not necessarily causal) model uncertainty, having the same complexity as H∞ conditions for the same problem. In addition, we show that this condition is indeed necessary and su4cient for MISO and SIMO systems under a class o...
متن کاملA Design Procedure for Robust H2 Control Using a Multiplier Approach
This paper presents a method for the design and tuning of robust H2 output feedback controllers for uncertain plants, based on Finsler’s Lemma. The conservatism of design is considerably reduced by a proposed iterative scaling procedure, referred to as K-Θ iteration. The proposed method can deal with nonsquare uncertainty models, and it is shown that an approach proposed previously based on the...
متن کاملRobust stability and performance analysis using polynomial chaos theory
Abstract In model-based control schemes, the importance of performing robust stability and performance analysis is partly due to the presence of uncertainty. This uncertainty can be modeled as structured or unstructured, though this paper deals primarily with structured uncertainty, specifically parametric uncertainty. Parametric uncertainty can be manifested in the form of parametric tolerance...
متن کاملanalysis of ruin probability for insurance companies using markov chain
در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 1997
ISSN: 0363-0129,1095-7138
DOI: 10.1137/s0363012994266504