Abstract
This paper treats the mixed H2/H∞ control problem and the mixed H2/H∞ controller is very useful in the sense that it achieves a robust stability against uncertainties and a specified transient performance simultaneously. However it is difficult to find such controllers, because this control problem can be described as a non-convex problem. In order to get feasible solutions some interior-point approaches have been proposed. However, this approach cannot be carried out in the case that, initial feasible solutions are not found. In this paper an exterior-point approach to the mixed H2/H∞ control problem is proposed. One of properties of our approach is to be able to use any stabilising controllers as an initial point, even if they are not feasible solution of the problems. Hence our approach can overcome the drawback of the interior-point approaches. The efficiency of our approach is shown by numerical examples.
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