Solution of the state feedback singular \(H^\infty\) control problem for linear time-varying systems (Q5926280)

The singular, finite horizon, state feedback \(H^\infty\) control problem for linear time-varying systems is considered. The system under consideration is: NEWLINE\[NEWLINE\begin{aligned} \dot x(t) &= A(t)x(t)+ B(t)u(t)+ H(t)w(t),\\ z(t) &= C(t)x(t)+ D(t)u(t),\quad x(t_0)= 0,\end{aligned}NEWLINE\]NEWLINE where \(x(t)\in \mathbb{R}^n\) is the system state, \(u(t)\in\mathbb{R}^m\) is the control input, \(w(t)\in\mathbb{R}^r\) is an exogenous disturbance input and \(z(t)\in \mathbb{R}^q\) is the controlled output. The system matrices \(A\), \(B\), \(H\), \(C\), \(D\), are bounded, piecewise continuously differentiable functions of \(t\in\Omega:= [t_0,t_f]\). The matrices \(B\), \(C\) and \(D\) are assumed to have constant rank in \(\Omega\).NEWLINENEWLINENEWLINEThe singular \(H^\infty\) control configuration means that the feedthrough matrix \(D(t)\) between the control input and the controlled output is not full column rank; in this case it is proved that the original \(H^\infty\) problem is equivalent to another \(H^\infty\) problem related to a reduced order system. If this problem is regular it can be solved via standard techniques, conversely the reduction procedure can be iterated. It is shown that this iterative procedure terminates when either a trivial problem is encountered or the last reduced order problem is nonsingular.