A J-Spectral Factorization Approach to ℋ∞ Control

Abstract

Necessary and sufficient conditions for the existence of suboptimal solutions to the standard model matching problem associated with ℋ∞ control, are derived using J-spectral factorization theory. The existence of solutions to the model matching problem is shown to be equivalent to the existence of solutions to two coupled J-spectral factorization problems, with the second factor providing a parametrization of all solutions to the model matching problem. The existence of the J-spectral factors is then shown to be equivalent to the existence of nonnegative definite, stabilizing solutions to two indefinite algebraic Riccati equations, allowing a state-space formula for a linear fractional representation of all controllers to be given. A virtue of the approach is that a very general class of problems may be tackled within a conceptually simple framework, and no additional auxiliary Riccati equations are required.