Abstract

It is well-known that the H 2 -norm and H ∞ -norm of a transfer function can differ arbitrarily since both norms reflect fundamentally different properties. However, if the pole structure of the transfer function is known it is possible to bound the H ∞ -norm from above by a constant multiple of the H 2 -norm. It is desirable to compute this constant as tightly as possible. In this article we derive a tight bound for the H ∞ -norm given knowledge of the H 2 -norm and the poles of a transfer function. We compute the bound in closed form for multiple input multiple output transfer functions in continuous and discrete time. Furthermore we derive a general procedure to compute the bound given a weighted L 2 -norm.

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