Stabilizing solutions of the \(H_ \infty\) algebraic Riccati equation (Q1915613)

A very general result regarding the existence of stabilizing solutions to the algebraic Riccati equation is established. A stabilizing solution exists for all but finitely many \(\gamma\) larger than \(\gamma_-\). The stabilizing solution does not exist for \(\gamma\) smaller than \(\gamma_-\). The finite number of exception points can be characterized as switching points where eigenvalues of the stabilizing (symmetric) solution can switch from negative to positive with increasing \(\gamma\). After the final switching point, the solution will be positive semidefinite. Using the techniques of this paper, one can also derive conditions for the \(L_\infty\) control problem with measurement feedback, where dynamic controllers yield no more than \(I\) unstable closed-loop poles and achieve an a priori given bound on the \(L_\infty\) norm of the closed loop system. The following interpretation is obtained: The Riccati equation has a stabilizing solution with \(k\) negative eigenvalues if there exists a static feedback such that the closed-loop transfer matrix has \(k\) unstable poles and an \(L_\infty\) norm strictly less than \(\gamma\).