Is set modeling of white noise a good tool for robust H₂ analysis?

DOI10.1016/S0005-1098(99)00137-5MaRDI QIDQ1962007zbMATH OpenOpenAlexFDO

Authors Jorge Tierno, Mario Sznaier

Publication date 10 April 2000

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(99)00137-5

zbMATH Keywords

\(H_2\) analysisconservative resultsdesignset membership modellingworst case \(H_2\) performance

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Design techniques (robust design, computer-aided design, etc.) (93B51) Identification in stochastic control theory (93E12)

Review text

The main purpose of the paper is to indicate weak properties of an approximate set membership modelling of white noise proposed by \textit{F. Paganini} [see, e.g., IEEE Trans. Autom. Control 41, 1453-1465 (1996; Zbl 0864.93088)]. This approach is a useful tool for \(H_2\) analysis and design of systems without uncertainty. Nevertheless its use for worst case design of uncertain systems is doubtful since it leads to conservative results by a factor of square roots of the exogenous signal dimension. The authors show that the conservatism is the feature of this technique no matter whether the spectral or the state space approach is applied. As a consequence, the authors claim that the problem of obtaining convex tight bounds on the worst case \(H_2\) performance in the presence of uncertainty is not solved.

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Cites work

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Cited in

(3)

• A convex approach to robust \({\mathcal H}_{2}\) performance analysis
• Convex methods for robust H/sub 2/ analysis of continuous-time systems
• A set-based approach for white noise modeling

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