Iterative computation of the optimal H/sup infinity / norm by using two-Riccati-equation method

The two-Riccati-equation method solution to a standard H/sup infinity / control problem can be used to characterize all possible stabilizing optimal or suboptimal H/sup infinity / controllers if the optimal or suboptimal H/sup infinity / norm is given. An iterative algorithm for computing the optimal H/sup infinity / norm is proposed. The algorithm employs fixed-point, double secant and bisection to guarantee a superlinear convergence.<
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