Robust Control of Linear Systems Under Structured Nonlinear Time-Varying Perturbations II : Synthesis via Convex Optimazation

In Part 1, we derived robust stability conditions for an LTI interconnected to time-varying nonlinear perturbations belonging to several classes of nonlinearities. These conditions were presented in terms of positive definite solutions to LMI. In this paper we address a problem of synthesizing feedback controllers for linear time-invariant systems under structured time-varying uncertainties, combined with a worst-case H$_{2}$ performance. This problem is introduced in [7, 8, 15, 35] in case of time-invariant uncertainties, where the necessary conditions involve highly coupled linear and nonlinear matrix equations. Such coupled equations are in general difficult to solve. A convex optimization approach will be employed in this synthesis problem in order to avoid solving highly coupled nonlinear matrix equations that commonly arises in multiobjective synthesis problem. Using LMI formulation, this convex optimization problem can in turn be cast as generalized eigenvalue minimization problem, where an attractive algorithm based on the method of centers has been recently introduced to find its solution [30, 361. In the present paper we will restrict our discussion to state feedback case with Popov multipliers. A more general case of output feedback and other types of multipliers will be addressed in a future paper.