Robust Stochastic Performance Optimization
(1993) 12th IFAC World Congress- Abstract
- The problem of finding the controller that optimizes the expected H2-norm of an uncertain system is solved in closed form for a class of problems including such signal processing applications as feedforward design, channel equalization, noise cancellation etc. The method uses covariance information on model uncertainty and does therefore match information obtainable from standard system identification. The optimal controller is found by using a spectral factorization to rewrite the problem as an H2-problem for an extended system. The article puts a restrictions on where uncertain parameters enter. The need for hard bounds on parameters can then be avoided. The method also avoids the conservativeness related to designing for worst... (More)
- The problem of finding the controller that optimizes the expected H2-norm of an uncertain system is solved in closed form for a class of problems including such signal processing applications as feedforward design, channel equalization, noise cancellation etc. The method uses covariance information on model uncertainty and does therefore match information obtainable from standard system identification. The optimal controller is found by using a spectral factorization to rewrite the problem as an H2-problem for an extended system. The article puts a restrictions on where uncertain parameters enter. The need for hard bounds on parameters can then be avoided. The method also avoids the conservativeness related to designing for worst cases.
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Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/8517345
- author
- Bernhardsson, Bo LU
- organization
- publishing date
- 1993
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- host publication
- IFAC Proceedings Volumes
- conference name
- 12th IFAC World Congress
- conference location
- Sydney, Australia
- conference dates
- 1993-07-19
- DOI
- 10.1016/S1474-6670(17)48944-0
- language
- English
- LU publication?
- yes
- id
- 0b97e46a-82f5-44e8-8fd8-dd2bace13475 (old id 8517345)
- date added to LUP
- 2016-04-04 14:05:58
- date last changed
- 2018-11-21 21:33:42
@inproceedings{0b97e46a-82f5-44e8-8fd8-dd2bace13475, abstract = {{The problem of finding the controller that optimizes the expected H2-norm of an uncertain system is solved in closed form for a class of problems including such signal processing applications as feedforward design, channel equalization, noise cancellation etc. The method uses covariance information on model uncertainty and does therefore match information obtainable from standard system identification. The optimal controller is found by using a spectral factorization to rewrite the problem as an H2-problem for an extended system. The article puts a restrictions on where uncertain parameters enter. The need for hard bounds on parameters can then be avoided. The method also avoids the conservativeness related to designing for worst cases.<br/>}}, author = {{Bernhardsson, Bo}}, booktitle = {{IFAC Proceedings Volumes}}, language = {{eng}}, title = {{Robust Stochastic Performance Optimization}}, url = {{https://lup.lub.lu.se/search/files/29062320/bern93ifac2.pdf}}, doi = {{10.1016/S1474-6670(17)48944-0}}, year = {{1993}}, }