Abstract
A solution is derived to the H∞-optimization problem that arises in multivariable discrete-time regulation when the controller has full access to the state vector. The solution method is based on the close relations that exist between linear quadratic differential game theory and H∞-optimization. The existing theory of discrete-time quadratic games is readily applied in order to derive the solution to a finite-time horizon version of the H∞ -optimization problem. The solution of the infinite-time horizon H∞-optimization problem is then obtained by formally taking the limit of the number of stages to infinity.
| Original language | English |
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| Pages (from-to) | 1061-1064 |
| Number of pages | 4 |
| Journal | IEEE Transactions on Automatic Control |
| Volume | 35 |
| Issue number | 9 |
| DOIs | |
| State | Published - Sep 1990 |