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Discrete-Time H2-Optimal Dynamic Output Feedback Control
A Dynamic Output feedback controller is designed for a Continuous Time system, to minimize the H2 norm of the closed loop system with exogenous input and performance output .
The System
Continuous-Time LTI System with state space realization
The Data
The matrices: System
Controller
The Optimization Problem
The following feasibility problem should be optimized:
is minimized while obeying the LMI constraints.
The LMI:
Solve for and that minimize subject to
The controller is recovered by
where,
and the matrices and satisfy . If then and
Given and , the matrices and can be found using a matrix decomposition, such as a LU decomposition or a Cholesky decomposition.
If , and , then it is often simplest to choose in order to satisfy the equality constraint
Conclusion:
The Continuous-Time H2-Optimal Dynamic Output feedback controller is the system
Implementation
Related LMIs
Discrete Time H2 Optimal Dynamic Output Feedback Control
Continuous Time H∞ Optimal Dynamic Output Feedback Control
External Links
A list of references documenting and validating the LMI.
LMI Methods in Optimal and Robust Control - A course on LMIs in Control by Matthew Peet.
LMI Properties and Applications in Systems, Stability, and Control Theory - A List of LMIs by Ryan Caverly and James Forbes.
LMIs in Systems and Control Theory - A downloadable book on LMIs by Stephen Boyd.
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