Mixed /spl Hscr//sub 2/ and /spl Hscr//sub /spl infin// performance objectives. II. Optimal control

This paper considers the analysis and synthesis of control systems subject to two types of disturbance signals: white signals and signals with bounded power. The resulting control problem involves minimizing a mixed /spl Hscr//sub 2/ and /spl Hscr//sub /spl infin// norm of the system. It is shown that the controller shares a separation property similar to those of pure /spl Hscr//sub 2/ or /spl Hscr//sub /spl infin// controllers. Necessary conditions and sufficient conditions are obtained for the existence of a solution to the mixed problem. Explicit state-space formulas are also given for the optimal controller.<
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