Approximation methods of scalar mixed H/sub 2//l/sub 1/ problems for discrete-time systems

The scalar mixed H/sub 2//l/sub 1/ problem for discrete-time systems is considered. The continuity property of the optimal value with respect to changes in the l/sub 1/ constraint is studied. An upper approximation method and a lower approximation method of the optimal value are given. Suboptimal values and superoptimal values of the problem can be obtained by solving a sequence of finite dimensional quadratic programming problems.