Optimal solution and approximation to the l/sub 1//H/sub /spl infin// control problem

This paper addresses the l/sub 1//H/sub /spl infin// optimal control problem for a system described by linear time-invariant finite dimensional discrete-time equations. It is shown that a solution to this problem exists and can be approximated arbitrarily by real-rational transfer matrices. Perhaps more interesting from a computational point of view, a bound on the order of a /spl delta/-suboptimal solution is also given.