State-space solutions to standard H_2 and H_∞ control problems

Abstract

Simple state-space formulas are presented for a controller solving a standard H_∞-problem. The controller has the same state-dimension as the plant, its computation involves only two Riccati equations, and it has a separation structure reminiscent of classical LQG (i.e., H_2) theory. This paper is also intended to be of tutorial value, so a standard H_2-solution is developed in parallel.

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