An algebraic Riccati equation approach to \(H^{\infty}\) optimization (Q1117175): Difference between revisions

This paper shows that for finite dimensional linear systems, the four block \(H^{\infty}\) optimal control problem can be solved using state space methods. The key observation is that stabilizing non-dynamic state feedback laws can attain the same results as dynamic ones. This then allows the \(H^{\infty}\) optimization problem to be reduced to the problem of solving iteratively a single algebraic Riccati equation.