15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
ROBUST H2-CONTROLLER DESIGN UNDER STRUCTURED NOISE-UNCERTAINTY
C.W. Scherer*
* Mechanical Engineering Systems and Control Group
Delft University of Technology
Mekelweg 2, 2628 CD Delft, The Netherlands
Email: c.w.scherer@wbmt.tudelft.nl

We consider the problem of minimizing the worst asymptotic output variance of a control system that is affected by a structurally constrained class of noise. We discuss how to impose direct size-restrictions on the noise’s covariance matrices or multiple lower and upper bounds on its spectral density over various frequency intervals. Technically all these scenarios are translated into parametric-dynamic optimization problems which have been recently shown to admit efficient numerical solutions in terms of linear matrix inequalities.
Keywords: Stochastic systems, uncertain dynamic systems, robust control, output feedback, convex optimization
Session slot T-Mo-M15: Optimal Robust Control/Area code 2e : Robust Control