An alternative computational solution for optimal two-block Nehari and H problems

DOI10.1093/IMAMCI/15.3.285MaRDI QIDQ4223715zbMATH OpenOpenAlexFDO

Authors Vasile Dragan, Aristide Halanay, Adrian-Mihail Stoica

Publication date 14 March 1999

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/15.3.285

zbMATH Keywords

\(H_\infty\) optimal controliterative algorithmlinear control systemsmatrix Riccati equationrealizationtwo-block Nehari problem

Mathematics Subject Classification ID

(H^infty)-control (93B36)

Review text

The authors consider the two block Nehari problem of finding an optimal \(\infty\)-norm \(\gamma_0\) over a family of real proper rational matrix valued functions. They give an iterative algorithm for computing \(\gamma_0\) up to some desired accuracy involving the repeated solution of an associated matrix Riccati equation. Based on the knowledge of \(\gamma_0\), they present a construction of the optimal system giving a realization of the optimal matrix function \(G_0\), and show that approximate knowledge of \(\gamma_0\) still yields an approximately optimal system. Finally, the results are applied to an \(H_\infty\) optimal control problem and illustrated by an example.

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(8)

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• The class of suboptimal and optimal solutions to the discrete Nehari problem: characterization and computation
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