Discrete-Time H2-Optimal Control
This chapter gives a state-space approach to a discrete-time H2-optimal control problem. This problem concerns the standard setup: The input ω is standard white noise—zero mean, unit covariance matrix. The problem is to design a K that stabilizes G and minimizes the root-mean-square value of ζ; equivalently, the problem is to minimize the H2(D)-norm of the transfer matrix from ω to ζ.
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