H2Hinf_cost_computa​tio.zip

Functions to compute H2 or H-infinity guarantee costs for systems with polytopic uncertainty

Implementation of the Branch-and-Bound algorithm to compute H_2 and H_infinity guarantee costs for continous or discrete-time systems with polytopic uncertainty (matrix polytope or uncertain parameter polytope):
- pscost.m : function to compute H_2 or H_inf cost for continuous-time linear time-invariant systems
- dpscost.m : function to compute H_2 or H_inf cost for discrete-time linear time-invariant systems
Functions to TEST the implementation of the proposed procedure:

- example1.m : continuous H_2 cost
- example2.m : continuous H_inf cost
- example3.m : discrete H_2 cost
- example4.m : discrete H_inf cost

Guaranteed H_2 cost formulations for continuous-time systems:

- h2gc
- h2gc_deoliveria2004_l1l2.m
- h2gc_deoliveria2004_l3l4.m
- h2gc_ebihara2004.m

Guaranteed H_inf cost formulations for continuous-time systems:

- hinfgc.m
- hinfgc_deoliveira_l1.m
- hinfgc_deoliveira_l2.m
- hinfgc_deoliveira_l3.m

Guaranteed H_2 cost formulations for discrete-time systems:

- dh2gc.m
- dh2gc_deoliveira2002.m
- dh2gc_deoliveira2004_l1l5.m
- dh2gc_deoliveira2004_l3l6.m

Guaranteed H_inf cost formulations for discrete-time systems:

- dhinfgc.m
- dhinfgc_deoliveira2002.m
- dhinfgc_deoliveira2004_l4.m
- dhinfgc_deoliveira2004_l5.m
- dhinfgc_deoliveira2004_l6.m

Related papers:

- E. N. GONÇALVES, R. M. PALHARES, R. H. C. TAKAHASHI, R. C. MESQUITA. H2 and H-infinity epsilon-Guaranteed Cost Computation of Uncertain Linear Systems. IET Control Theory and Applications, v. 1, issue 1, p. 201-209, 2007.

- E. N. GONÇALVES, R. M. PALHARES, R. H. C. TAKAHASHI, R. C. MESQUITA. Algorithm 860: SimpleS: An Extension of Freudenthal's Simplex Subdivision. ACM Transactions on Mathematical Software, v. 32, issue 4, p. 609-621, 2006.