An iterative approach to the mixed H2/H∞ synthesis problem based on the exterior-point approach

摘要

In this paper we treat the mixed H2/H∞ control problem with the static output feedback, whose feasible solution is difficult to be found theoretically. To this problem we propose an iterative approach based on the idea of the exterior-point approach in the sense that a sequence of controller variables starting from the infeasible region to the feasible one is constructed. One of features of our approach is to be able to update Lyapunov variables and controller variables simultaneously using a partial derivative of the H2 cost function. The efficiency of our approach is shown by numerical examples.