Dynamic Output-Feedback Controller Synthesis for Dissipativity and $H_2$ Performance from Noisy Input-Output Data

Abstract

In this paper we propose dynamic output-feedback controller synthesis methods for discrete-time linear time-invariant systems. The synthesis goal is either to achieve dissipativity with respect to a given quadratic supply rate, or to achieve given $H_2$ performance level. It is assumed that the autoregressive model of system dynamics is unknown, expect for the noisy disturbance term which is not part of the performance channel. Instead, we have a recorded trajectory of inputs and outputs which can be corrupted by an unknown but bounded disturbance. Methods are formulated in terms of linear matrix inequalities parametrized by a scalar variable, while in noiseless case they reduce to linear matrix inequalities. Within the considered setting, synthesis procedures are non-conservative.