Abstract
This paper presents a variational approach to /spl Hscr//sup /spl infin// control with transients in the state feedback case. The approach here provides a precise description with equality, instead of inequality, in the necessary and sufficient conditions for the existence of a linear controller. Furthermore, the solution existence and uniqueness are proved in terms of certain properties of the indefinite Riccati equations derived in this paper. The linear time-variant (LTV) plant on finite horizon is considered first, and then the results are extended to the linear time-invariant (LTI) plant on the infinite horizon. By this approach, it can be directly concluded that only suboptimal /spl Hscr//sup /spl infin// state feedback control can be achieved in an input-output point of view and that the performance measure /spl gamma/ (/spl mu//sup 1/2/ used in this paper) is a strict upper bound.
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