Analysis of robust H2 performance with multipliers

In this paper, we examine the problem of determining the worst-case H2 performance of a control system subject to linear, time-invariant uncertainties. We derive upper bounds on the performance, based on the theory of stability multipliers and the solution of an original optimal control problem. We address the numerical issues raised by the resulting computational problems: in particular, we show that newly developed interior-point convex optimization methods, combined with Linear Matrix Inequalities apply very well to the fast and accurate solution of these problems. The new results compare favorably with prior ones.