H2 Optimal Control
An optimization-based approach to linear feedback control system design uses the H2 norm, or energy of the impulse response, to quantify closed-loop performance. In this entry, an overview of state-space methods for solving H2 optimal control problems via Riccati equations and matrix inequalities is presented in a continuous-time setting. Both regular and singular problems are considered. Connections to so- called LQR and LQG control problems are also described.
KeywordsFeedback control H2 control Linear matrix inequalities Linear systems Riccati equations State-space methods
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