Illustration of LTI norms: H2 and Hinf

Version 1.0.0.0 (2.72 KB) by Emile Simon
Gives several classical ways to compute the H2 and Hinf norms, and illustrates the (non-)smoothness.
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Updated 28 Mar 2012

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For a thorough description of the norms, see the Chapter 4 of Robust and Optimal Control, Zhou, Glover, Doyle 1996.

Here the point is to give some lines of code illustrating what are the H2 and Hinf norms of LTI systems.

In that sense, it is also illustrated that the H2 norm is smooth in the space of the system parameters, whereas the Hinf norm is non-smooth locally Lipschitz (since it is a min-max problem, thus prone to the 'waterbed effect').

Any additional ways to compute the norms are welcome.

Cite As

Emile Simon (2024). Illustration of LTI norms: H2 and Hinf (https://www.mathworks.com/matlabcentral/fileexchange/35884-illustration-of-lti-norms-h2-and-hinf), MATLAB Central File Exchange. Retrieved .

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1.0.0.0