Optimal expected H2 performance controllers

This paper deals with the control of an uncertain system, where the performance is measured by the expectation of the square of the H₂ norm of the system. An arbitrary-probability distribution over a finite set of uncertain systems is assumed to exist. It will be shown that the optimal controller is `continuous´ with respect to the probability distribution and moreover that locally the optimal expected performance controller is a unique and smooth `function´ of the probability distribution.