Discrete-time H2 guaranteed cost analysis for systems with norm-bounded structured uncertainty

This paper presents two methodologies for analyzing the H
₂
guaranteed cost performance of a discrete-time LTI system with norm-bounded structured uncertainty. The first methodology is based on semi-definite programming and the second methodology is based on smooth nonlinear convex optimization in which each function evaluation requires the solution of one discrete algebraic Riccati equation. The two methods are then compared in terms of their speed and accuracy.