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An exact solution to general SISO mixed H2/H problems via convex optimization

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1 Author(s)
Sznaier, M. ; Dept. of Electr. Eng., Pennsylvania State Univ., University Park, PA, USA

The mixed H2/H control problem can be motivated as a nominal LQG optimal control problem, subject to robust stability constraints, expressed in the form of an H norm bound. A related modified problem consisting on minimizing an upper bound of the H2 cost subject to H constraints was introduced by Bernstein-Haddad (1989). Although there presently exist efficient methods to solve this modified problem, the original problem remains, to a large extent, still open. In this paper we propose a method for solving general discrete-time SISO H2/H problems. This method involves solving a sequence of problems, each one consisting of a finite-dimensional convex optimization and an unconstrained Nehari approximation problem.

Published in:

Automatic Control, IEEE Transactions on  (Volume:39 ,  Issue: 12 )

Date of Publication:

Dec 1994

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