Infima in Discrete-time H∞ Optimization
In this chapter, we present computational methods for evaluating the infima of discrete-time H ∞ optimal control problems. The main contributions of this chapter are the non-iterative algorithms that exactly compute the values of infima for systems satisfying certain geometric conditions. If these conditions are not satisfied, one might have to use iterative schemes based on certain reduced order systems for approximating these infima. Most of the results of this chapter were reported earlier in Chen , and Chen et al. .
KeywordsUnit Circle Riccati Equation Output Feedback Auxiliary System Algebraic Riccati Equation
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