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The H2 optimization problem with preview and asymptotic behavior constraints is considered in a general two-sided model matching setting. The solution is obtained in terms of two constrained Sylvester equations, associated with asymptotic behavior, and stabilizing solutions of two algebraic Riccati equations. The Riccati equations do not depend on the preview length, yet are affected by asymptotic behavior constraints and are thus different from the standard H2 Riccati equations arising in problems with no steady-state requirements or in one-sided problems.
Date of Publication: Jan. 2012