Probability-one homotopy algorithms for full- and reduced-orderH2/H∞ controller synthesis

DOI10.1002/(SICI)1099-1514(199607/09)17:3%3C187::AID-OCA572%3E3.0.CO;2-OMaRDI QIDQ4894434zbMATH OpenOpenAlexFDO

Authors Yuzhen Ge, Dennis S. Bernstein, Layne T. Watson, Emmanuel G. Collins

Publication date 13 November 1996

Full work available at URL https://doi.org/10.1002/(sici)1099-1514(199607/09)17:3%3C187::aid-oca572%3E3.0.co;2-o

zbMATH Keywords

homotopy algorithmsLQG controller designmixed-norm \(H^ 2/H^ \infty\) synthesis

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) (H^infty)-control (93B36) Optimal stochastic control (93E20)

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