An analytic formula for H-infinity norm sensitivity with applications to control system design

Abstract

An analytic formula for the sensitivity of singular value peak variation with respect to parameter variation is derived. As a corollary, the derivative of the H-infinity norm of a stable transfer function with respect to a parameter is presented. It depends on some of the first two derivatives of the transfer function with respect to frequency and the parameter. For cases when the transfer function has a linear system realization whose matrices depend on the parameter, analytic formulas for these first two derivatives are derived, and an efficient algorithm for calculating them is discussed. Examples are given which provide numerical verification of the H-infinity norm sensitivity formula and which demonstrate its utility in designing control systems satisfying H-infinity norm constraints. In the appendix, derivative formulas for singular values are paraphrased.