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State-space solutions to standard H2 and H∞ control problems

Doyle, John C. and Glover, Keith and Khargonekar, Pramod P. and Francis, Bruce A. (1989) State-space solutions to standard H2 and H∞ control problems. IEEE Transactions on Automatic Control, 34 (8). pp. 831-847. ISSN 0018-9286. http://resolver.caltech.edu/CaltechAUTHORS:DOYieeetac89

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Abstract

Simple state-space formulas are derived for all controllers solving the following standard H∞ problem: For a given number γ>0, find all controllers such that the H∞ norm of the closed-loop transfer function is (strictly) less than γ. It is known that a controller exists if and only if the unique stabilizing solutions to two algebraic Riccati equations are positive definite and the spectral radius of their product is less than γ2. Under these conditions, a parameterization of all controllers solving the problem is given as a linear fractional transformation (LFT) on a contractive, stable, free parameter. The state dimension of the coefficient matrix for the LFT, constructed using the two Riccati solutions, equals that of the plant and has a separation structure reminiscent of classical LQG (i.e. H2) theory. This paper is intended to be of tutorial value, so a standard H2 solution is developed in parallel.


Item Type:Article
Additional Information:Manuscript receivedApril 25, 1988; revised December 15, 1988. Paper recommended by Past Associate Editor at Large, G. Stein. This work was supported by the AFOSR, NASA, NSF, ONR, SERC, and NSERC. The authors wish to thank B. Morton, T. Sideris, R. Smith, M. Newlin, K. Zhou, B. Bodenheimer, G. Balass, P. Campo, B. Pearson, and A. Tannenbaum for helpful discussions.
Subject Keywords:optimal control; state-space methods; transfer functions
Record Number:CaltechAUTHORS:DOYieeetac89
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:DOYieeetac89
Alternative URL:http://dx.doi.org/10.1109/9.29425
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:3087
Collection:CaltechAUTHORS
Deposited By: Archive Administrator
Deposited On:15 May 2006
Last Modified:26 Dec 2012 08:52

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