This article provides a framework for robust performance analysis of linear time-invariant uncertain multivariable systems obtained by classical system identification methods. The performance measures are in terms of H 2 or H ∞ norm of a closed-loop transfer matrix. An upper bound for the performance analysis criterion is computed via an LMI-based optimisation problem. The LFT description is used as a tool for uncertainty modelling. The proposed performance conditions are derived based on using the parameter-dependent Lyapunov functions and are deduced via a parametrisation for the set of multipliers corresponding to the ellipsoidal uncertainty set delivered by system identification procedure. The effectiveness of the proposed analysis approach is demonstrated by a numerical example.
- ellipsoidal parametric uncertainty
- performance analysis
- system identification