\(\mathcal H_\infty\) control state feedback and Rayleigh quotient (Q5956806)

The paper is an attempt to apply some results from structural mechanics in robust control design based on an \(H_\infty\) approach. The authors find the analogy between the value of the optimal bounding parameter in \(H_\infty\) control and the smallest eigenvalue of a generalized Rayleigh quotient which can be computed to any required precision. The authors propose to use the precise integrative method and the corresponding extended algorithm of \textit{W. H. Wittrick} and \textit{F. W. Williams} [Q. J. Mech. Appl. Math. 24, 263-284 (1971; Zbl 0227.73022)] for this purpose. Some examples indicating the accuracy of the proposed technique are also presented.