Linear Controller Design: Limits of Performance by Stephen Boyd and Craig Barratt - HTML preview

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CHAPTER 4 NORMS OF SIGNALS

We warn the reader that this de nition di ers slightly from the standard de nition

of a norm see the Notes and References at the end of this chapter.

We will generally use the notation

x = ( )

kv

k

v

where x is some distinguishing mark or mnemonic for . This notation emphasizes

that a norm is a generalization of the absolute value for real or complex numbers,

and the Euclidean length of a vector. Note that we allow norms to take on the

value + , just as we allow our functionals on transfer matrices to do. We interpret

1

= as \ is in nitely large" as measured by the norm

.

kv

k

1

v

k

k

In the next few sections we survey some common norms used to measure the

size of signals. The veri cation that these norms do in fact satisfy the required

properties is left as an exercise for the reader (alternatively, the reader can consult

the references).

4.2

Common Norms of Scalar Signals

4.2.1

Peak

One simple but strict interpretation of \the signal is small" is that it is small at

u

all times, or equivalently, its maximum or peak absolute value is small. The peak

or

norm of is de ned as

L

u

1

= sup ( )

kuk

t

j:

1

0 ju

t

An example of a signal and its peak

is shown in gure 4.1.

u

kuk

1

The peak norm of a signal is useful in specifying a strict limit on the absolute

value of a signal, e.g., the output current of a power ampli er, or the tracking error

in a disk drive head positioning system.

The peak norm of a signal depends entirely on the extreme or large values the

signal takes on. If the signal occasionally has large values,

will be large a

kuk

1

statistician would say

depends on outliers or \rare events" in the signal .

kuk

u

1

We shall soon see other norms that depend to a lesser extent on occasional large

signal values.

It is useful to imagine how various signal norms might be measured. A full wave

recti er circuit that measures the peak of a voltage signal is shown in gure 4.2.

The peak norm can be used to describe a signal about which very little is known,

or willing to be assumed, other than some bound on its peak or worst case value.

Such a description is called an unknown-but-bounded model of a signal: we assume

only

. An example is quantization error, the di erence between a signal

kuk

M

1

and its uniformly quantized value. This error can be modeled as unknown but

bounded by one-half of the quantization interval.

index-80_1.png

index-80_2.png

index-80_3.png

index-80_4.png

4.2 COMMON NORMS OF SCALAR SIGNALS

71

3

H

Y

H

u

k

k

1

2

1

()t

0

u

;1

;2

u

;k

k

1

;3

0

1

2

3

4

5

6

7

8

9

10

t

A signal u and its peak norm u .

Figure

4.1

k

k

1

q

+

u(t)

+

q

q

Vc

;

;

q

With ideal diodes and an ideal capacitor the voltage on the

Figure

4.2

capacitor, V , tends to u for t large.

k

k

c

1

index-81_1.png

index-81_2.png

index-81_3.png

index-81_4.png

index-81_5.png

72