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State-space solutions to standard H/sub 2/ and H/sub infinity / control problems

IEEE Transactions on Automatic Control · 1989 · Vol. 34(8) · pp. 831–847
John C. DoyleK. GloverPramod P. KhargonekarBruce A. Francis

Abstract

Simple state-space formulas are derived for all controllers solving the following standard H/sub infinity / problem: For a given number gamma >0, find all controllers such that the H/sub infinity / norm of the closed-loop transfer function is (strictly) less than gamma . It is known that a controller exists if and only if the unique stabilizing solutions to two algebraic Riccati equations are positive definite and the spectral radius of their product is less than gamma /sup 2/. Under these conditions, a parameterization of all controllers solving the problem is given as a linear fractional transformation (LFT) on a contractive, stable, free parameter. The state dimension of the coefficient matrix for the LFT, constructed using the two Riccati solutions, equals that of the plant and has a separation structure reminiscent of classical LQG (i.e. H/sub 2/) theory. This paper is intended to be of tutorial value, so a standard H/sub 2/ solution is developed in parallel.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>

Advanced Control Systems DesignModel Reduction and Neural NetworksNumerical methods for differential equationsMathematicsH-infinity methods in control theoryLinear-quadratic-Gaussian controlAlgebraic numberState spaceRiccati equationDimension (graph theory)Algebraic Riccati equationNorm (philosophy)Optimal control
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References
Generalized interpolation in 𝐻^{∞}
Transactions of the American Mathematical Society · 1967 · 739 citations
Least squares stationary optimal control and the algebraic Riccati equation
IEEE Transactions on Automatic Control · 1971 · 1,433 citations
Modern Wiener-Hopf design of optimal controllers--Part II: The multivariable case
IEEE Transactions on Automatic Control · 1976 · 1,352 citations
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