ON THE SOLUTION OF COUPLED RICCATI-EQUATIONS USED IN MIXED H-2 AND H-INFINITY OPTIMAL-CONTROL

Authors
PESSOA RMD SALES RM
Citation
Rmd. Pessoa et Rm. Sales, ON THE SOLUTION OF COUPLED RICCATI-EQUATIONS USED IN MIXED H-2 AND H-INFINITY OPTIMAL-CONTROL, Systems & control letters, 33(2), 1998, pp. 115-124
Citations number
16
Categorie Soggetti
Robotics & Automatic Control","Operatione Research & Management Science","Robotics & Automatic Control","Operatione Research & Management Science
Journal title
Systems & control letters → ACNP
ISSN journal
01676911
Volume
33
Issue
2
Year of publication
1998
Pages
115 - 124
Database
ISI
SICI code
0167-6911(1998)33:2<115:OTSOCR>2.0.ZU;2-N
Abstract
This paper considers a set of three coupled Riccati equations. The sol ution of these equations constitutes necessary conditions for mixed H- 2 and H-infinity control problems. The main contributions of the paper are related to the conditions under which the solution of these equat ions is unique as well as to characterize necessary and sufficient con ditions for the existence of solutions. (C) 1998 Elsevier Science B.V. All rights reserved.