Multiobjective H-2/H-infinity control design

An important question in feedback control design is how to achieve desired performance for dynamical systems subject to both model uncertainties and w hite noise. For this purpose, it is desirable to develop a systematic desig n technique that combines the good aspects of both H-2(LQG) and H-infinity methods, which provides the motivation for the development of multiobjectiv e design framework in this paper. Encouraged by a time domain game approach for H-2/H-infinity control design, two multiobjective control design probl ems are formulated and solved in the time domain. Results for both the fini te time horizon and the infinite time horizon are presented. It is shown th at all the results can be obtained by solving the corresponding set of coup led Riccati equations.