Mixed H2H∞ control for discrete-time systems via convex optimization
Khargonekar, Pramod P.
Rotea, Mario A.
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A mixed Mixed H2H∞ control problem for discrete-time systems is considered, where an upper bound on the H2 norm of a closed loop transfer matrix is minimized subject to an H∞ constraint on another closed loop transfer matrix. Both state-feedback and output-feedback cases are considered. It is shown that these problems are equivalent to finite-dimensional convex programming problems. In the state-feedback case, nearly optimal controllers can be chosen to be static gains. In the output feedback case, nearly optimal controllers can be chosen to have a structure similar to that of the central single objective H∞ controller. In particular, the state dimension of nearly optimal outputfeedback controllers need not exceed the plant dimension.
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