Minimizing conditional value-at-risk instead of worst-case performance reduces conservatism in robust H2/H-infinity control by tolerating rare degradations for better average behavior.
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abstract
HIFOO is a public-domain Matlab package initially designed for Hinfinity fixed-order controller synthesis, using nonsmooth nonconvex optimization techniques. It was later on extended to multi-objective synthesis, including strong and simultaneous stabilization under Hinfinity constraints. In this paper we describe a further extension of HIFOO to H2 performance criteria, making it possible to address mixed H2/Hinfinity synthesis. We give implementation details and report our extensive benchmark results.
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Robust H2/H-infinity control under stochastic requirements: minimizing conditional value-at-risk instead of worst-case performance
Minimizing conditional value-at-risk instead of worst-case performance reduces conservatism in robust H2/H-infinity control by tolerating rare degradations for better average behavior.