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On the solution of coupled Riccati equations used in mixed H2 and H∞ optimal control

✍ Scribed by Rosa Maria da Veiga Pessôa; Roberto Moura Sales

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
451 KB
Volume
33
Category
Article
ISSN
0167-6911

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✦ Synopsis

This paper considers a set of three coupled Riccati equations. The solution of these equations constitutes necessary conditions for mixed It2 and Ho~ control problems. The main contributions of the paper are related to the conditions under which the solution of these equations is unique as well as to characterize necessary and sufficient conditions for the existence of solutions. (~) 1998 Elsevier Science B.V. All rights reserved.

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