EXACT COMPUTATION OF INFIMUM FOR A CLASS OF CONTINUOUS-TIME H-INFINITY OPTIMAL-CONTROL PROBLEM WITH A NONZERO DIRECT FEEDTHROUGH TERM FROM THE DISTURBANCE INPUT TO THE CONTROLLED OUTPUT

A noniterative method for the computation of infimum for a class of co ntinuous-time H-infinity optimal control problem is considered in this paper. The problem formulation is fairly general and does not place a ny restrictions on any direct feedthrough terms of the given systems. The method is applicable to systems where (i) the transfer function fr om the disturbance input to the measurement output is free of imaginar y axis invariant zeros and left invertible, and (ii) the transfer func tion from the control input to the controlled output of the given syst em is free of imaginary axis invariant zeros and right invertible. The result presented in this paper is a continuation of the previous work of the author and his co-workers (Chen et al., 1992), in which the di rect feedthrough term from the disturbance input to the measurement ou tput of the given system are required to be zero. (C) 1997 Elsevier Sc ience B.V.