On the solution of coupled Riccati equations used in mixed H2 and H∞ optimal control |
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| Authors: | Rosa Maria da Veiga Pessô a,Roberto Moura Sales |
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| Affiliation: | Dept. de Eng. Eletronica, Escola Politecnica, Univ. Sao Paulo, Sao Paulo, SP, Brazil-CEP 0544-970 |
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| Abstract: | This paper considers a set of three coupled Riccati equations. The solution of these equations constitutes necessary conditions for mixed H2 and H∞ 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. |
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| Keywords: | Mixed H2 and H&infin control Riccati equations Stabilizing solutions |
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