SIAM Journal on Control and Optimization, Vol.41, No.4, 1089-1117, 2002
The solution of the H-2/H-infinity problem by direct methods
The H-2/H-infinity problem is formulated in a Hilbertian context. It has a unique solution, which is the strong limit of sequences generated by Galerkin methods based on convenient, but not necessarily orthogonal, generator sets. Using these results, a methodology to solve the problem by a Galerkin method is proposed, and an example is solved and compared to other approaches.
Keywords:optimal control;robust control;H-2/H-infinity problem;linear control systems;weighted Hardy spaces