In this paper we take a new approach to the problem of peak-to-peak gain minimization (the L 1 or induced L. problem). This is done in an effort to circumvent the complexity problems of other approaches. Instead of minimizing the induced L. nonn, we minimize the * -norm, the best upper bound on the induced L.nonn obtainable by bounding the reachable set with inescapable ellipsoids. Controller and filter synthesis for * -norm minimization reduces to minimizing a continuous function of a single real variable. This function can be evaluated, in the most complicated case, by solving a Riccati equation followed by an LMI eigenvalue problem. We contend that synthesis is practical now, but a key computational question-is the function to be minimized convex?-remains open. The filters and controllers that result from this approach are at most the same order as the plant, as in the case of LQG and H. design.KEY WORDS peak-to-peak, persistent disturbances, L I , L.
J.2. A new approachMotivated by the ideas in the book by Boyd, EI Ghaoui, Feron, and Balakrishnan,'2 we seek to avoid these complexity problems by minimizing the *-norm-an upper bound on the induced L. norm-rather than minimizing the induced L .. norm directly. This upper bound comes from approximating the set of states reachable with norm-bounded input with inescapable ellipsoids, as is done by Schweppe" and by Boyd, et al.'2 It will be shown that the * -norm is the tightest upper bound obtainable by approximating the reachable set with inescapable ellipsoids.In addition, we consider a different signal norm here than the standard L.. norm: at every time instant we take the 2-norm (Euclidean norm) instead of the oo-norm that is used in most of the peak-to-peak literature. This is clarified in the notation section that follows.The filters and controllers that result from this new" approach are comparatively simple; at most they are of the same order as the plant. as in the case of LQG and H. design. Synthesis *Results in the strictly proper case were reported in a conference paper. 14
~-[*]Thus II Hlli_ is. roughly. the maximum peak-to-peak gain of H. Throughout the paper we use system matrix notation. That is. we abbreviate the finite-dimensional. linear time-invariant (LTI) system i=Ax+Bw. z = Cz +Dwby Here T..., is the transfer function mapping input w to output z, The paper is organized as follows. Section 2 includes an analysis result that can be applied only to strictly proper systems, and the remainder of the section consists of results on filtering. state-feedback control, and output-feedback control. all of which stem from this basic analysis The space of signals L: is defined to be the set of all k-channel signals with finite L_ norm: L~:={v: IIvll_