Optimal control for a nonstationary system with respect to \(H_\infty\)-criterion (Q1390594): Difference between revisions

For systems with square-integrable or summable input signals, \(H_\infty\)-optimization is equivalent to the problem of finding an extremum of saddle type of an integral quadratic functional or of its discrete analogu. The paper gives a solution to the problem of \(H_\infty\)-optimal control both for linear nonstationary systems in the discrete and continuous time cases. The results are obtained as a solution to a Riccati equation.