Iterative method for the mixed H_2/H_∞ control with a usable feasible direction of the H_2 optimisation

摘要

This paper deals with the mixed H_2/H_∞ control problem with static state feedback. The purpose of this paper is to propose an iterative method for this problem using a usable feasible direction for an H_2 cost function. To do that, we derive one usable feasible direction for the H_2 norm constraint firstly. Secondly an iterative method for the unconstrained H_2 control problem using the direction is proposed. Next, we extend this method to that for obtaining a mixed H_2/H_∞ controller. Finally, the efficiency of the proposed method is shown by numerical examples.