H2 Performance Analysis and Synthesis for Discrete-Time Linear Systems with Dynamics Determined by an i.i.d. Process

2022/09/08 by Hosoe, Yohei, Okamoto, Takashi, Hagiwara, Tomomichi
#FOS: Electrical engineering #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · doi:10.48550/arxiv.2209.03606

Abstract

This paper is concerned with H2 control of discrete-time linear systems with dynamics determined by an independent and identically distributed (i.i.d.) process. A definition of H2 norm is first discussed for the class of systems. Then, a linear matrix inequality (LMI) condition is derived for the associated performance analysis, which is tractable in the sense of numerical computation. The results about analysis are also extended toward state-feedback controller synthesis.

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