Title :
An exact solution to general 4-blocks discrete-time mixed H2/H∞ problems via convex optimization
Author :
Sznaier, Mario ; Rotstein, Héctor
Author_Institution :
Dept. of Electr. Eng., Pennsylvania State Univ., University Park, PA, USA
fDate :
29 June-1 July 1994
Abstract :
The mixed H2/H∞ control problem can be motivated as a nominal LQG optimal control problem, subject to robust stability constraints, expressed in the form of an H∞ norm bound. A related modified problem consisting of minimising an upper bound of the H2 cost subject to H∞ constraints was introduced in Bernstein and Haddad (1989). Although there presently exist efficient methods to solve this modified problem, the original problem remains, to a large extent, still open. Sznaier (1993) developed a method to solve exactly the simpler SISO case. In this paper the authors extend this method to general MIMO systems. As in Sznaiers´ paper, the main result of this paper shows that the proposed method involves solving a sequence of problems, each one consisting of a finite-dimensional convex optimization and an unconstrained H∞ problem.
Keywords :
MIMO systems; discrete time systems; linear quadratic Gaussian control; optimisation; robust control; H∞ constraints; H∞ norm bound; H2 cost; MIMO systems; finite-dimensional convex optimization; general 4-blocks discrete-time mixed H2/H∞ problems; nominal LQG optimal control problem; robust stability constraints; unconstrained H∞ problem; Constraint optimization; Control systems; Costs; Equations; MIMO; Optimal control; Robust control; Robust stability; Upper bound; White noise;
Conference_Titel :
American Control Conference, 1994
Print_ISBN :
0-7803-1783-1
DOI :
10.1109/ACC.1994.752477