Variational method and computation for \(H_\infty\) control (Q5932099)

The variational approach is applied to measurement feedback \(H_\infty\) control problems. Based on the induced norm description of the system, the variational fundamentals of the state feedback \(H_\infty\) control for the future time interval \([t,t_f]\) and of \(H_\infty\) filter for the past interval \([0,t]\), respectively, are combined together to generate the variational functional of the measurement feedback for the whole time interval \([0,t_f]\). The connection condition at the present time \(t\) is that the estimated state vector \(\overline x(t)\) must be continuously extended to be the initial condition of the future state vector estimation. Another connection condition for the dual vector \(\lambda(t)\) can be naturally derived from the variational principle.