Duality far robust ℋ2 performance analysis

In this paper, the criterion of Paganini (1995) is reformulated in terms of the existence of analytic scalings, and the dual optimization problem, with no duality gap, is derived. Our derivation of the dual formulation of the ℋ₂ robustness problem is partly motivated by the work of Jonsson (1996) and Jonsson and Rantzner (1995). In contrast to Jonsson (1996), which addresses duality for robust performance analysis of the induced L₂ norm type, the work here considers an additional ℋ₂ norm element. Similar to the primal criterion of Paganini (1995), the dual formulation is convex, and may be computed via either gridding or basis functions, using LMI algorithms