A NEVANLINNA-PICK APPROACH TO TIME-DOMAIN CONSTRAINED H-INFINITY CONTROL

In this paper, generalized Nevanlinna-Pick theory is used to solve a t ime-domain constrained H-infinity control problem for linear time-inva riant discrete-time systems. First it is shown that if constraints are imposed only over a finite horizon (i.e., only on the first n samples ), then the problem reduces to a finite-dimensional convex minimizatio n problem. Subsequently it is shown that if these problems are conveni ently modified, then letting the horizon length go to infinity produce s a solution to the infinite-horizon problem.