Two-degree-of-freedom H∞-optimization ofmultivariable feedback systems

A solution to the two-degree-of-freedom H_∞ -minimization problem that arises in the design of multivariable optimal continuous-time stochastic control systems is derived. A decoupling approach that enables a partially independent design of the prefilter and the feedback controller and yields a simple solution to the optimization problem is applied. This solution is obtained by transforming the optimization problem into two standard form (four-block) problems