Abstract
In this paper we give upper bounds on the stabilizing solutions of the algebraic Riccati equations arising in standard H ∞ estimation and control problems for continuous time finite dimensional linear time invariant systems. Using these bounds we show that in H ∞ estimation or H ∞ feedback control (via state-feedback), the so-called central solution satisfies an interesting H 2 norm bound. This bound may be readily used to find a central solution (i.e. estimator or feedback controller) that guarantees an equal comprise between H 2 and H ∞ objectives.
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