Multiobjective \({\mathcal H}_2/{\mathcal H}_{\infty}\) control design (Q2753222)

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scientific article; zbMATH DE number 1667499
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Multiobjective \({\mathcal H}_2/{\mathcal H}_{\infty}\) control design
scientific article; zbMATH DE number 1667499

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    29 October 2001
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    multiobjective control
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    \({\mathcal H}_2/{\mathcal H}_\infty\) control
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    \({\mathcal H}_\infty\) Gaussian control
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    observer
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    coupled Riccati equations
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    Multiobjective \({\mathcal H}_2/{\mathcal H}_{\infty}\) control design (English)
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    The paper offers criteria for a simultaneous satisfaction of \({\mathcal H}_2\) and \({\mathcal H}_\infty\) control designs for time invariant linear systems under Gaussian noise on, respectively, finite and infinite horizons. Following the time domain approach and adopting an observer based framework, it is shown that, under natural standard assumptions, the criteria are fulfilled with a solution to coupled Riccati equations.
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