Mixed sensitivity minimization problems with rational \(\ell^ 1\)-optimal solutions (Q1176843): Difference between revisions

The only known method for solving the discrete time mixed sensitivity minimization problem in \(\ell^ 1\) has been to use a certain infinite dimensional linear programming approach, which does not give in general true optimal solutions; only suboptimal ones are obtained. The true \(\ell^ 1\)-optimal solutions are found. The author uses a new scheme to solve the infinite dimensional linear programming system. When it is combined with the known scheme it gives both an upper and a lower bound on the optimal performance. It provides the missing error bound that enables one to truncate the solution. Truncation is appropriate only if the order of the optimal compensator is too high. This may indeed be the case, as is shown with an example where the order of the optimal compensator can be arbitrarily high.