Iterative methods for the H2 and the mixed H2/H∞ control problems using a feasible direction

摘要

This paper is concerned with the H2 and the mixed H2/H∞ control problems with static state feedback. The purpose of this paper is to propose iterative methods for these problems. In this paper, firstly, we derive one feasible direction for the H2 norm constraint. Secondly an iterative method for the H2 control problem using the feasible direction is proposed. Next, we extend this method to that for the mixed H2/H∞ control problem. Finally, the efficiency of the proposed methods is shown by a numerical example.