H2/H∞ restricted structure feedforward and feedback control

The solution of a H₂/H_∞ stochastic feedback and feedforward optimal control problem is discussed where the structure of the controller is assumed to be fixed apriori. The controller may be chosen to be of reduced order, lead/lag, or PID forms, and the optimal causal controller is required to minimize H₂ or H_∞ cost-indices. The continuous-time system includes at tracking controller and a feedforward control action.