Optimization in the Hardy space and the problem of the parametrization of controllers (Q1319710)

We consider problems connected with optimization in the Hardy space \(H_ 2\). The material of the paper is arranged in the following manner. First, on the simplest example of the design of an optimal filter we demonstrate the naturalness of the formulation of the problem of the minimization of the \(H_ 2\)-norm and we give its solution by the Wiener-Kolmogorov method. We discuss the specific character of the optimization of systems functioning according to the feedback principle and the problem stipulated by this specific character, of the parametrization of the set of stabilizing controllers. Further, we discuss the problem of the use of the LQG-program and of the \(H_ 2\)-optimization approaches in applied investigations. At the end of the paper we consider computational procedures, connected with the realization algorithms for the optimization of stationary linear systems.