Necessary solvability conditions for multiparameter Riccati equations in the robust output feedback \(H^\infty\)-control problem (Q1776213)

This paper deals with the multi-parameter Riccati equations of the form: \(A_0^TX+XA_0+ X(\gamma^{-2}B_1B_1^T+\sum_{k=1}^n\mu_k^{-2} F_kF_k^T-B_2B_2^T)X+C_1^TC_1+\sum_{k=1}^n \mu_k^2E_k^TE_k=0\), and \(A_0Y+YA_0^T+Y(\gamma^{-2}C_1^TC_1+\gamma^{-2} \sum_{k=1}^n\mu^2E_k^TE_k-C_2^TC_2)Y+B_1B_1^T +\gamma^{-2}\sum_{k=1}^n\mu_k^{-2}F_kF_k^T=0\) with unknowns \(X\) and \(Y\). The matrices \(A_0,B_1,B_2,C_1,C_2,E_k,F_k\) are given, while the parameters \(\mu_k,k=1\dots n\) are unknown. This kind of Riccati equations arises in connection with the solvability of the disturbance attenuation problem with level of attenuation \(\gamma>0\) for a class of linear time invariance systems with parametric uncertainties. The problem of finding a set of numbers \(\mu_k>0,\;k=1\dots n\) for which there exist stabilizing solutions of these multiparameter equations is complicated by the fact that the range of these parameters can be bounded. The aim of the present paper is to show that this range is actually bounded and lies in an \(n\)-dimensional parallelepiped, whose boundaries will be indicated.