Probabilistic Discrete Time Robust H2 Controller Design

Optimal \mathcalH2 control theory is appealing, since it allows for optimizing a performance index frequently arising in practical situations. Moreover, in the state feedback case, the resulting closed loop system has an infinite gain margin and a phase margin of at least 60o. However, these properties no longer hold in the output feedback case, where it is well known that there exist cases where the system is arbitrarily fragile. Motivated by this observation, since the early 1980's a large research effort has been devoted to the problem of designing robust \mathcalH2 controllers. To this effect several relaxations of the original problem have been introduced, but all of these lead to conservative solutions. Surprisingly, the original problem remains, to date, still open. To address this issue, in this paper we present a randomization based algorithm that seeks to solve a relaxation of the original problem. Contrary to existing approaches, the performance of the resulting controller can be made - in a sense precisely defined in the paper - arbitrarily close to the optimal one. These results are illustrated with an academic example.



Work Title Probabilistic Discrete Time Robust H2 Controller Design
Subtitle Proceedings of the IEEE Conference on Decision and Control
Open Access
  1. Mohammadreza Chamanbaz
  2. Mario Sznaier
  3. Constantino M Lagoa
  4. Fabrizio Dabbene
License In Copyright (Rights Reserved)
Work Type Article
  1. 2020 59th IEEE Conference on Decision and Control (CDC)
Publication Date December 15, 2020
Publisher Identifier (DOI)
Deposited January 26, 2023




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  • Created
  • Added Probabilistic_Discrete_Time_Robust_H2_Controller_Design.pdf
  • Added Creator Mohammadreza Chamanbaz
  • Added Creator Mario Sznaier
  • Added Creator Constantino M Lagoa
  • Added Creator Fabrizio Dabbene
  • Published
  • Updated