State-space Solution to Stochastic H-Infinity Optimization Problem with Uncertainty

Authors:	Alexander Kurdyukov, IPU RAS, Russian Federation Maximov Eugeny, MSTU, Russian Federation
Topic:	2.5 Robust Control
Session:	Robust Controller Synthesis for Stochastic Systems
Keywords:	Stochastic H-infinity - optimization, parametric uncertaint

Abstract

Robust stochastic anisotropy-based H-infinity optimization problemfor discrete linear time-invariant (LTI) systems with structuredparametric uncertainty is considered. It is shown that the problemcan be reduced to mixed H-2/H-infinity like problem. The resultingcontrol problem involves the minimization of anysotropic andH-infinity norms of the system. Explicit state-space formulas arealso obtained for the optimal controller. The problem covers thestandard H-2/H-infinity optimization problem andH-infinity optimization problem as two limiting cases.