Output-Feedback H_∞ Controller Synthesis from Noisy Data

In this paper we propose a non-conservative dynamic output-feedback controller synthesis method for discrete-time linear time-invariant systems. The synthesis goal is to minimize H<inf xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">∞</inf> norm of the closed-loop system, while the system dynamics is partially represented by noisy input/state/output data. The controller synthesis is performed with respect to all systems which are consistent with data, and it is formulated in terms of a linear matrix inequality parametrized by a scalar variable, so that the synthesis can be performed using line search and convex optimization.