Generalized LQG and H∞ multivariable controllers

The design of multivariable controllers to minimize a H_∞ cost-function is considered. The cost-function to be minimized is specially selected to enable both control and error signal spectra to be minimized, and also to provide a simple controller structure. The polynomial systems approach is taken to the solution of the H_∞ control problem. This involves the use of the solution to the more common LQG type of control problem to provide the solution to the desired H_∞ problem.