Worst-case and average H2 performance analysis against real constant parametric uncertainty

Jonathan, H. Friedman; Pierre, T. Kabamba; Pramod, P. Khargonekar

Automatica 31(4): 649-657


ISSN/ISBN: 0005-1098
DOI: 10.1016/0005-1098(95)98497-t
Accession: 062503345

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In this paper we present methods for calculating both the average and worst-case quadratic performances for a family of linear time-invariant systems with real constant parametric uncertainty. The linear systems are described by state-space models with affine linear dependence on the uncertain parameters. A closed-form expression for the average performance is given, and it is shown that the worst-case calculation is similar to that of the H H ∞ norm of a certain augmented system. Both continuous-time and discrete-time cases are considered.