Update Content - 2022-03-15
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title = "Systems and Signals Norms"
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author = ["Thomas Dehaeze"]
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author = ["Dehaeze Thomas"]
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draft = false
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@@ -11,15 +11,14 @@ Tags
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Resources:
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- ([Skogestad and Postlethwaite 2007](#orga6846b3))
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- ([Toivonen 2002](#org300cd1c))
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- ([Zhang 2011](#org037ea69))
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- (NO_ITEM_DATA:skogestad05_multiv_feedb_contr)
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- (<a href="#citeproc_bib_item_2">Toivonen 2002</a>)
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- (<a href="#citeproc_bib_item_3">Zhang 2011</a>)
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## Definition {#definition}
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<div class="definition">
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<div></div>
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A norm of \\(e\\) (which may be a vector, matrix, signal of system) is a real number, denoted \\(\\|e\\|\\), that satisfies the following properties:
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## Matrix Norms {#matrix-norms}
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<div class="definition">
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<div></div>
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A norm on a matrix \\(\\|A\\|\\) is a matrix norm if, in addition to the four norm properties, it also satisfies the multiplicative property:
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\\[ \\|AB\\| \le \\|A\\| \cdot \\|B\\| \\]
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## System Norms {#system-norms}
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### \\(\mathcal{H}\_\infty\\) Norm {#mathcal-h-infty--norm}
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### \\(\mathcal{H}\_\infty\\) Norm {#mathcal-h-infty-norm}
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<div class="exampl">
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<div></div>
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Consider a proper linear stable system \\(G(s)\\).
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The \\(\mathcal{H}\_\infty\\) norm is the peak value of its maximum singular value:
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\\[ \\|G(s)\\|\_\infty = \max\_{d(t)} \frac{\\|e(t)\\|\_2 \neq 0}{\\|d(t)\\|\_2} = \max\_{\\|d(t)\\|\_2 = 1} \\|e(t)\\|\_2 \\]
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### \\(\mathcal{H}\_2\\) Norm {#mathcal-h-2--norm}
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### \\(\mathcal{H}\_2\\) Norm {#mathcal-h-2-norm}
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<div class="exampl">
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<div></div>
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Consider a strictly proper system \\(G(s)\\).
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The \\(\mathcal{H}\_2\\) norm is:
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\begin{align\*}
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\\|G(s)\\|\_2 &\triangleq \sqrt{\frac{1}{2\pi} \int\_{-\infty}^{\infty} \text{tr}\left(G(j\omega)^HG(j\omega)\right) d\omega} \\\\\\
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\\|G(s)\\|\_2 &\triangleq \sqrt{\frac{1}{2\pi} \int\_{-\infty}^{\infty} \text{tr}\left(G(j\omega)^HG(j\omega)\right) d\omega} \\\\
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&= \sqrt{\frac{1}{2\pi} \int\_{-\infty}^{\infty} \sum\_i {\sigma\_i}^2(G(j\omega)) d\omega}
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\end{align\*}
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- it is a measure of the expected RMS value of the output to white noise excitation
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The \\(\mathcal{H}\_2\\) is very useful when combined to [Dynamic Error Budgeting]({{< relref "dynamic_error_budgeting" >}}).
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The \\(\mathcal{H}\_2\\) is very useful when combined to [Dynamic Error Budgeting]({{< relref "dynamic_error_budgeting.md" >}}).
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As explained in ([Monkhorst 2004](#org16354b5)), the \\(\mathcal{H}\_2\\) norm has a stochastic interpretation:
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As explained in (<a href="#citeproc_bib_item_1">Monkhorst 2004</a>), the \\(\mathcal{H}\_2\\) norm has a stochastic interpretation:
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> The squared \\(\mathcal{H}\_2\\) norm can be interpreted as the output variance of a system with zero mean white noise input.
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## Bibliography {#bibliography}
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<a id="org16354b5"></a>Monkhorst, Wouter. 2004. “Dynamic Error Budgeting, a Design Approach.” Delft University.
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<a id="orga6846b3"></a>Skogestad, Sigurd, and Ian Postlethwaite. 2007. _Multivariable Feedback Control: Analysis and Design_. John Wiley.
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<a id="org300cd1c"></a>Toivonen, Hannu T. 2002. “Robust Control Methods.” Abo Akademi University.
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<a id="org037ea69"></a>Zhang, Weidong. 2011. _Quantitative Process Control Theory_. CRC Press.
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<style>.csl-entry{text-indent: -1.5em; margin-left: 1.5em;}</style><div class="csl-bib-body">
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<div class="csl-entry"><a id="citeproc_bib_item_1"></a>Monkhorst, Wouter. 2004. “Dynamic Error Budgeting, a Design Approach.” Delft University.</div>
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<div class="csl-entry"><a id="citeproc_bib_item_2"></a>Toivonen, Hannu T. 2002. “Robust Control Methods.” Abo Akademi University.</div>
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<div class="csl-entry"><a id="citeproc_bib_item_3"></a>Zhang, Weidong. 2011. <i>Quantitative Process Control Theory</i>. CRC Press.</div>
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<div class="csl-entry">NO_ITEM_DATA:skogestad05_multiv_feedb_contr</div>
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</div>
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