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Robustness analysis tools for an uncertainty set obtained by prediction error identification. (English) Zbl 1136.93323

Summary: This paper presents a robust stability and performance analysis for an uncertainty set delivered by classical prediction error identification. This nonstandard uncertainty set, which is a set of parametrized transfer functions with a parameter vector in an ellipsoid, contains the true system at a certain probability level. Our robust stability result is a necessary and sufficient condition for the stabilization, by a given controller, of all systems in such uncertainty set. The main new technical contribution of this paper is our robust performance result: we show that the worst case performance achieved over all systems in such an uncertainty region is the solution of a convex optimization problem involving linear matrix inequality constraints. Note that we only consider single input–single output systems.

MSC:

93B30 System identification
93D09 Robust stability
15A39 Linear inequalities of matrices
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