Abstract

The paper is devoted to H2-optimization problem for linear time invariant (LTI) systems with scalar control, external disturbance and measurement noise. This problem can be numerically solved with the help of the well-known universal approaches based on Riccati equations or LMI technique. Nevertheless, for particular cases there exists a possibility to increase a computational efficiency of the synthesis using a special spectral approach to the problem in frequency domain. Some theoretical details are discussed and numerical algorithms are proposed for practical implementation of this approach. One of its virtues is a possibility to present optimal solutions in a specific form that is convenient for investigations of the optimal system features.

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