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Published December 1987 | Published
Book Section - Chapter Open

H_∞ optimal control as weighted Weiner-Hopf optimization

Abstract

It is shown that SISO H_∞ optimal control problems are equivalent to a weighted Wiener-Hopf optimization problem. The optimal weight in this case is explicitly computed as the maximum magnitude Hankel singular vector of the system that is approximated. An interpretation of this result is discussed.

Additional Information

© 1987 IEEE.

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