Volume 43, pp. 90-99, 2014-2015.

Improved perturbation bounds for the continuous-time $H_{\mathrm{\infty }}$-control problem

Nicolai D. Christov, Mihail M. Konstantinov, and Petko Hr. Petkov

Abstract

New local perturbation bounds for the continuous-time $H_{\mathrm{\infty }}$-control problem are obtained, which are nonlinear functions of the data perturbations and are tighter than the existing condition number-based local bounds. These nonlinear local bounds are then incorporated into nonlocal perturbation bounds which are less conservative than the existing nonlocal perturbation estimates for the $H_{\mathrm{\infty }}$-control problem.

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Key words

$H_{\mathrm{\infty }}$-control, perturbation analysis, Riccati equations

AMS subject classifications

93B36, 65F35, 93B35