The structured H2-optimal control problem

The structured H₂ optimal control problem is defined, and two methods are outlined for its solution. The first method involves vectorisation/Kronecker product technique and reduces the optimisation problem to two nested projections. To avoid potential computational difficulties due to the dimension inflation implicit in this method, an iterative algorithm is proposed as an alternative. This is an application of von-Neumann´s alternating projection algorithm in Hilbert space and can be shown to be applicable to the present problem under two standard rank assumptions