Variance constrained H2/H control

Riyanto T. Bambang*, E. Shimemura, Kenko Uchida

*Corresponding author for this work

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

    1 Citation (Scopus)


    In this paper dual problems, which we shall call output and input variance constrained H2/H controls, are considered. In these problems, we seek control-laws that minimize an H2 performance criterion subject to an H performance bound as well as multiple variance constraints on either outputs or inputs of time-invariant multivariable systems. Based on the investigation of Kuhn Tucker optimality conditions to the equivalent optimization problems, first order necessary conditions are obtained for a regular point that minimizes an upper bound on quadratic performance subject to H-norm and variance inequality constraints. Second-order necessary and sufficient conditions for the optimization problems are investigated and efficient algorithms for synthesizing the controllers are proposed.

    Original languageEnglish
    Title of host publicationProceedings of the American Control Conference
    Place of PublicationGreen Valley, AZ, United States
    PublisherPubl by American Automatic Control Council
    Number of pages6
    ISBN (Print)0780302109
    Publication statusPublished - 1992
    EventProceedings of the 1992 American Control Conference - Chicago, IL, USA
    Duration: 1992 Jun 241992 Jun 26


    OtherProceedings of the 1992 American Control Conference
    CityChicago, IL, USA

    ASJC Scopus subject areas

    • Control and Systems Engineering


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