\(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach. (Q5917714): Difference between revisions

[For a review of the first edition see Zbl 0751.93020.] In this second edition, the following principal additional topics are considered. A time-domain and frequency-domain description of robust controller design is discussed. The problem of disturbance attenuation with perfect and imperfect measurements is studied in the nonlinear case. For continuous-time systems, a linearization approach is treated. In the nonlinear case, a connection with risk sensitive stochastic optimal control problems is made. In the nonlinear case as well as in the linear case, the continuous-time \(H^\infty\) filtering problem is seen as a special case of a standard \(H^\infty\) control problem with imperfect measurements. Chapter eight is new. Robustness of \(H^\infty\) controllers with respect to perturbations is studied. For large-scale singularly perturbed systems, a time-scale decomposition allows to construct a controller. The case with imperfect state measurements is considered too. The finite escape time phenomenon concerning Riccati equations arising through the maximization of an \(H^\infty\) quadratic cost with respect to the disturbance is studied in an appendix and both the finite and infinite horizon are considered.