Probabilistic Discrete Time Robust H2 Controller Design

Mohammadreza Chamanbaz, Mario Sznaier, Constantino Lagoa, Fabrizio Dabbene

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations


Optimal {{\mathcal{H}}_2} control theory is appealing, since it allows for optimizing a performance index frequently arising in practical situations. Moreover, in the state feedback case, the resulting closed loop system has an infinite gain margin and a phase margin of at least 60o. However, these properties no longer hold in the output feedback case, where it is well known that there exist cases where the system is arbitrarily fragile. Motivated by this observation, since the early 1980's a large research effort has been devoted to the problem of designing robust {{\mathcal{H}}_2} controllers. To this effect several relaxations of the original problem have been introduced, but all of these lead to conservative solutions. Surprisingly, the original problem remains, to date, still open. To address this issue, in this paper we present a randomization based algorithm that seeks to solve a relaxation of the original problem. Contrary to existing approaches, the performance of the resulting controller can be made - in a sense precisely defined in the paper - arbitrarily close to the optimal one. These results are illustrated with an academic example.

Original languageEnglish (US)
Title of host publication2020 59th IEEE Conference on Decision and Control, CDC 2020
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Electronic)9781728174471
StatePublished - Dec 14 2020
Event59th IEEE Conference on Decision and Control, CDC 2020 - Virtual, Jeju Island, Korea, Republic of
Duration: Dec 14 2020Dec 18 2020

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370


Conference59th IEEE Conference on Decision and Control, CDC 2020
Country/TerritoryKorea, Republic of
CityVirtual, Jeju Island

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization


Dive into the research topics of 'Probabilistic Discrete Time Robust H2 Controller Design'. Together they form a unique fingerprint.

Cite this