Robust discrete–time H2 control

Agnes Cohén, Uri Shaked

Research output: Contribution to journalArticlepeer-review


The problem of bounded-variance finite-time regulation of linear, discrete timevarying, uncertain systems with a norm bounded unknown parameter matrix is considered. An upper-bound on the value of the standard LQG control criterion is obtained for all the admissible systems. Regulators that minimize this bound are obtained, they consist of an optimal state-feedback gain and a robust state observer. Robust H2-tracking problems are also treated where the output of the 2 system should follow a reference sequence that is either perfectly known in advance, or previewed in a fixed-interval of time ahead.

Original languageEnglish
Pages (from-to)213-232
Number of pages20
JournalInternational Journal of Control
Issue number2
StatePublished - 1 Jan 1997


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