A first principles solution to the non-singular H∞ control problem

This paper presents an elementary solution to the non-singular H^∞ control problem. In this control problem, the underlying linear system satisfies a set of assumptions which ensures that the solution can be obtained by solving just two algebraic Riccati equations of the game type. This leads to the central solution to the H^∞ control problem. The solution presented in this paper uses only elementary ideas beginning with the Bounded Real Lemma.