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

  • Authors:
  • Mario Sznaier;Jorge Tierno

  • Affiliations:
  • Department of Electrical Engineering, Penn State University, University Park, PA 16802, USA;Honeywell Technology Center, MN65-2810, 3660 Technology Dr., Minneapolis, MN 55418, USA

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2000

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Abstract

Recently, a new deterministic characterization of the H"2 norm has been proposed, using a new norm (||.||"W"""@h), based on (approximate) set membership modeling of white noise. The main result shows that under mild conditions, for a fixed system the gap between the H"2 and W"@h norms can be made arbitrarily small. Motivated by these results it has been argued that the ||.||"W"""@h norm provides a useful tool for analyzing robust H"2 controllers, specially since in this context LMI-based necessary and sufficient conditions for robust performance are available. Unfortunately, as we show here with an example involving a very simple plant, the worst case ||.||"W"""@h"^"m norm can be conservative by at least a factor of m (where m denotes the dimension of the exogenous signal) for the original robust H"2 problem. Moreover, the same example shows that competing state-space based bounds also exhibit a similar degree of conservatism. Thus, at this point the problem of finding non-conservative bounds on the worst H"2 norm under LTI or slowly-varying LTV perturbations still remains open.