An iterative method for output feedback mixed H2/H∞ control problem

This paper treats the output feedback H₂ control with H_∞ norm constraint (mixed H₂/H_∞ control problem). In general, this problem is a BMI problem which is difficult to be solved theoretically. The purpose of this paper is to propose an iterative method for obtaining a sub-optimal solution of the mixed H₂/H_∞ control problem. The key idea of this paper is to employ a full-order observer-based controller. The proposed method produces a sequence of controllers which approaches to the unconstrained globally optimal H₂ controller while it satisfies the H_∞ norm constraint. A numerical example shows the effectiveness of our method.