Mixed H2/H Infinity Control in a Stochastic Framework

摘要

A mixed cost function which combines H2 and the H-infinity norm is investigated.The case of two inputs and one output is considered. One input signal is a white noise stochastic process, and represents errors, for example resulting from measurement noise. The other input has a more deterministic character. If one has a reference signal as input one can not model this as white noise, but it fits nicely into this new class of inputs. The objective is to minimize the effect of these exogenuous signals on the output of the system. A cost function which enables the structural difference between these two exogenuous inputs to be combined is defined. The analysis of this function leads to a standard H-infinity Riccati equation. This cost function is motivated by looking at two theoretical applications: the derivation of robust performance bounds and a tracking problem.