Algorithm for Super-Optimal H Sup Inf Design: The 2-Block Case

摘要

The strengthened H sup inf optimization problem in the 2-block case is considered. An algorithm for the super-optimal solution is proposed. It is based on results by Gu, Tsai, and Postlethwaite (1987) for the less practical 1-block case. It uses state-space models and is numerically implementable. A feature of the procedure is an optimality criterion which is a natural generalization of that used in the iterative scheme of Doyle (1984) for the unstrengthened problem.