H2 Performance Analysis and Synthesis for Discrete-Time Linear Systems with Dynamics Determined by an i.i.d. Process
Systems and Control
2022-09-09 v1 Systems and Control
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.
Cite
@article{arxiv.2209.03606,
title = {H2 Performance Analysis and Synthesis for Discrete-Time Linear Systems with Dynamics Determined by an i.i.d. Process},
author = {Yohei Hosoe and Takashi Okamoto and Tomomichi Hagiwara},
journal= {arXiv preprint arXiv:2209.03606},
year = {2022}
}