LMIs in Control/pages/Discrete Time H∞ Optimal Dynamic Output Feedback Control

Discrete-Time H∞-Optimal Dynamic Output Feedback Control A discrete time system operates on a discrete time signal input and produces a discrete time signal output. They are used in digital signal processing, such as digital filters for images or sound. The class of discrete time systems that are both linear and time invariant, known as discrete time LTI systems. A Dynamic Output feedback controller is designed for a Discrete Time system, to minimize the H∞ norm of the closed loop system with exogenous input and performance output . The System Discrete-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: Discrete-Time H∞-Optimal Dynamic Output Feedback Control The LMI formulation H∞ norm < The controller is recovered by where, and the matrixes and satisfies Given and , the matrices and can be found using a matrix decomposition, such as a LU decomposition or a Cholesky decomposition. If , ≠ 0, and ≠ 0, then it is often simplest to choose in order to satisfy the equality constraint Conclusion: The Discrete-Time H∞-Optimal Dynamic Output Feedback Controller is the system Implementation A link to CodeOcean or other online implementation of the LMI MATLAB Code Related LMIs - 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. Return to Main Page: