A robust numerical method for optimal H/sub /spl infin// control

We present a new numerical method for the solution of the optimal H/sub /spl infin// control problem. The method is based on the /spl gamma/-iteration as well as the state-space solution to the (sub)optimal H/sub /spl infin// control problem, but re-formulates all steps in order to achieve better robustness in the presence of rounding errors than any implementation of the textbook formulae. It remains robust in the presence of rounding errors even as /spl gamma/ approaches its optimal value.