4
$\begingroup$

Suppose I have the system:

$$\dot{x} = Ax+Bu\\ y=Cx+Du$$

and the following Hamiltonian matrix:

$$H=\begin{pmatrix} A & \frac{1}{2}B^TB\\ -CC^T&-A \end{pmatrix}$$

I want to find the value of $\gamma$ which is the bound of the $H_{\infty}$ norm, so it is the value such that $\left |T(j\omega) \right |_{\infty }<\gamma$, where $ \left |T(j\omega) \right |_{\infty }$ is the H-infinity of the transfer function $T(j\omega)$.

I know that for the bounded real lemma, if the eigenvalues of $A$ have a negative real part, and $I\gamma^2-DD^T>0$, then the Hamiltonian have no eigenvalues on the imaginary axis. I also know that if the eigenvalues of $A$ have a negative real part, then $\left |T(j\omega) \right |_{\infty }<\gamma$ holds.

But my question is: how do I find the value of $\gamma$?

I have been told the result is $\gamma=0.5$ but I really can't get to this result. I have tried using the Shur's complement to see if this matrix is negative definite (so before doing that I switched sign to the Hamiltonian). In this way, I thought that if the A matrix is negative definite, it has all eigenvalues with a negative real part, so the resulting value of $\gamma$ form the computation would have been the searched value. But I don't find the desired result. Maybe I am missing a point and doing something wrong, or maybe I am completely on the wrong path.

Can somebody please help me? Thank's in advance.

$\endgroup$

1 Answer 1

4
$\begingroup$

Finding the $H_\infty$ norm of a linear system is not trivial. There are many numerical methods. A classic paper is: http://stanford.edu/~boyd/papers/bisection_hinfty.html

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.