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title = "Systems and Signals Norms"
author = ["Thomas Dehaeze"]
author = ["Dehaeze Thomas"]
draft = false
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@@ -11,15 +11,14 @@ Tags
Resources:
- ([Skogestad and Postlethwaite 2007](#orga6846b3))
- ([Toivonen 2002](#org300cd1c))
- ([Zhang 2011](#org037ea69))
- (NO_ITEM_DATA:skogestad05_multiv_feedb_contr)
- (<a href="#citeproc_bib_item_2">Toivonen 2002</a>)
- (<a href="#citeproc_bib_item_3">Zhang 2011</a>)
## Definition {#definition}
<div class="definition">
<div></div>
A norm of \\(e\\) (which may be a vector, matrix, signal of system) is a real number, denoted \\(\\|e\\|\\), that satisfies the following properties:
@@ -46,7 +45,6 @@ A norm of \\(e\\) (which may be a vector, matrix, signal of system) is a real nu
## Matrix Norms {#matrix-norms}
<div class="definition">
<div></div>
A norm on a matrix \\(\\|A\\|\\) is a matrix norm if, in addition to the four norm properties, it also satisfies the multiplicative property:
\\[ \\|AB\\| \le \\|A\\| \cdot \\|B\\| \\]
@@ -137,10 +135,9 @@ We now consider which system norms result from the definition of input classes a
## System Norms {#system-norms}
### \\(\mathcal{H}\_\infty\\) Norm {#mathcal-h-infty--norm}
### \\(\mathcal{H}\_\infty\\) Norm {#mathcal-h-infty-norm}
<div class="exampl">
<div></div>
Consider a proper linear stable system \\(G(s)\\).
The \\(\mathcal{H}\_\infty\\) norm is the peak value of its maximum singular value:
@@ -155,16 +152,15 @@ In terms of signals, the \\(\mathcal{H}\_\infty\\) norm can be interpreted as fo
\\[ \\|G(s)\\|\_\infty = \max\_{d(t)} \frac{\\|e(t)\\|\_2 \neq 0}{\\|d(t)\\|\_2} = \max\_{\\|d(t)\\|\_2 = 1} \\|e(t)\\|\_2 \\]
### \\(\mathcal{H}\_2\\) Norm {#mathcal-h-2--norm}
### \\(\mathcal{H}\_2\\) Norm {#mathcal-h-2-norm}
<div class="exampl">
<div></div>
Consider a strictly proper system \\(G(s)\\).
The \\(\mathcal{H}\_2\\) norm is:
\begin{align\*}
\\|G(s)\\|\_2 &\triangleq \sqrt{\frac{1}{2\pi} \int\_{-\infty}^{\infty} \text{tr}\left(G(j\omega)^HG(j\omega)\right) d\omega} \\\\\\
\\|G(s)\\|\_2 &\triangleq \sqrt{\frac{1}{2\pi} \int\_{-\infty}^{\infty} \text{tr}\left(G(j\omega)^HG(j\omega)\right) d\omega} \\\\
&= \sqrt{\frac{1}{2\pi} \int\_{-\infty}^{\infty} \sum\_i {\sigma\_i}^2(G(j\omega)) d\omega}
\end{align\*}
@@ -174,20 +170,18 @@ In terms of signals, the \\(\mathcal{H}\_\infty\\) norm can be interpreted as fo
- it is a measure of the expected RMS value of the output to white noise excitation
The \\(\mathcal{H}\_2\\) is very useful when combined to [Dynamic Error Budgeting]({{< relref "dynamic_error_budgeting" >}}).
The \\(\mathcal{H}\_2\\) is very useful when combined to [Dynamic Error Budgeting]({{< relref "dynamic_error_budgeting.md" >}}).
As explained in ([Monkhorst 2004](#org16354b5)), the \\(\mathcal{H}\_2\\) norm has a stochastic interpretation:
As explained in (<a href="#citeproc_bib_item_1">Monkhorst 2004</a>), the \\(\mathcal{H}\_2\\) norm has a stochastic interpretation:
> The squared \\(\mathcal{H}\_2\\) norm can be interpreted as the output variance of a system with zero mean white noise input.
## Bibliography {#bibliography}
<a id="org16354b5"></a>Monkhorst, Wouter. 2004. “Dynamic Error Budgeting, a Design Approach.” Delft University.
<a id="orga6846b3"></a>Skogestad, Sigurd, and Ian Postlethwaite. 2007. _Multivariable Feedback Control: Analysis and Design_. John Wiley.
<a id="org300cd1c"></a>Toivonen, Hannu T. 2002. “Robust Control Methods.” Abo Akademi University.
<a id="org037ea69"></a>Zhang, Weidong. 2011. _Quantitative Process Control Theory_. CRC Press.
<style>.csl-entry{text-indent: -1.5em; margin-left: 1.5em;}</style><div class="csl-bib-body">
<div class="csl-entry"><a id="citeproc_bib_item_1"></a>Monkhorst, Wouter. 2004. “Dynamic Error Budgeting, a Design Approach.” Delft University.</div>
<div class="csl-entry"><a id="citeproc_bib_item_2"></a>Toivonen, Hannu T. 2002. “Robust Control Methods.” Abo Akademi University.</div>
<div class="csl-entry"><a id="citeproc_bib_item_3"></a>Zhang, Weidong. 2011. <i>Quantitative Process Control Theory</i>. CRC Press.</div>
<div class="csl-entry">NO_ITEM_DATA:skogestad05_multiv_feedb_contr</div>
</div>