New iteration scheme for robust performance problem: E-K iteration

In this paper, we show that the robust performance problem can be converted into an pure H_∞ optimization problem via scaling the original system with an equivalent weighting function, E(s). A new algorithm, we call E-K iteration, is then proposed to solve for E(s) and the equivalent robust performance problem, simultaneously. Comparing with other algorithms such as μ-K iteration, our approach to achieve robust performance is less sensitive to computation accuracy. Under the condition of the same iteration times and of the same order of scaling functions, the present algorithm provides the optimal controller with the degree less than that obtained by D-K iteration.