Worst-case optimal control over a finite horizon (Q1206979)

There are several papers attacking the \(H^ \infty\) problem from the state space point of view. The state space approach has yielded new insights into the features of the \(H^ \infty\) controller. This paper gives a new criterion for the evaluation of the \(H^ \infty\) norm in the finite interval case. The criterion is \[ \min_{(x_ 0,v)\neq 0} \max_ u {{x_ 0^* S x_ 0+ \int_{t_ 0}^ T v^*(t)R(t)v(t)dt} \over {\int_{t_ 0}^ T z^*(t) W(t)z(t)dt}}, \] the system is characterized by differential equations of the form \(\dot x=A(t)x+ B_ 1(t)u+ B_ 2(t)v\), \(x(t_ 0)= x_ 0\), \(z=C(t)x+ D(t)u\), where \(A\), \(B_ 1\), \(B_ 2\), \(C\), \(D\), \(S\), \(R\), \(W\) are given matrices, \(u\in L^ 2 [t_ 0,T]\), \(v\in L^ 2[t_ 0, T]\). By the maximum principle, the author shows that the \(H^ \infty\) control problem is equivalent to solving the boundary value problem. In addition, a complete characterization of worst-case exogeneous input is given.