An algorithm to solve the discrete HJI equation arising in the L2 gain optimization problem

DOI10.1080/002071799221398zbMath0965.93054OpenAlexW2047482409MaRDI QIDQ4955114

Jie Huang

Publication date: 12 June 2000

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/002071799221398

zbMATH Keywords

approximation\(H_\infty\)-controldiscrete algebraic Riccati equation\(H_\infty\)-filteringdiscrete Hamilton-Jacobi-Isaacs equation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36)

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