An exact solution to general SISO mixed /spl Hscr//sub 2///spl Hscr//sub /spl infin// problems via convex optimization

The mixed /spl Hscr//sub 2///spl Hscr//sub /spl infin// control problem can be motivated as a nominal LQG optimal control problem, subject to robust stability constraints, expressed in the form of an /spl Hscr//sub /spl infin// norm bound. A related modified problem consisting on minimizing an upper bound of the /spl Hscr//sub 2/ cost subject to /spl Hscr//sub /spl infin// 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 /spl Hscr//sub 2///spl Hscr//sub /spl infin// problems. This method involves solving a sequence of problems, each one consisting of a finite-dimensional convex optimization and an unconstrained Nehari approximation problem.<
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