Abstract

A discrete-time H2 control design problem involving a constraint on robust l1 stability is formulated and an approximation method for the solution of this infinite-dimensional optimization problem is introduced. A suboptimal solution of the original problem can be obtained by solving a sequence of truncated problems. The convergence property of the solution scheme is investigated. It is shown that there exists a unique point in the closure of the feasible region such that the optima is achieved.

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