State-space approach to control design under partial statistical information for exogenous signals (Q1576516): Difference between revisions

The aim of the paper is to consider control problems where the objective is to minimize the worst-case variance of the regulated output in the class of all exogenous signals that meet partially specified statistical information. State-space results for analysis and state feedback design are presented using finite-dimensional convex optimization problems of the max-min type where the inner minimization problem involves linear matrix inequalities, while the output feedback problem involves a bilinear matrix inequality. The investigation is based on properties of strictly positive real transfer functions. Using signal theoretic ideas the authors derive useful insights about the structure of the worst-case signal.