CONSTRAINED H-INFINITY OPTIMAL-CONTROL OVER AN INFINITE-HORIZON

It has been recently shown in [Automatica J. IFAC, 29 (1993), pp. 969- 983; IEEE Trans. Automat. Control, 39 (1994), pp. 762-779] that time-d omain constraints can be incorporated explicitly into H-infinity, opti mal control problems over a finite horizon. In this paper, we construc t a sequence of such finite-horizon constrained H-infinity optimizatio n problems and show that their solutions converge to the solution of t he infinite-horizon H-infinity optimization. We prove that convergence is uniform in the H-infinity norm and that the optimal solution to th e infinite-horizon problem is unique.