The finite horizon singular time-varying $H_\infty$ control problem with dynamic measurement feedback

A.A. Stoorvogel, H.L. Trentelman

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Abstract

This paper is concerned with the finite horizon version of the $H_\infty$ problem with measurement feedback. Given a finite-dimensional linear , time-varying system, together with a positive real number $\gamma$, we obtain necessary and sufficient conditions for the existence of a possibly time-varying dynamic compensator such that the $L_2([0,t_1])$-induced norm of the closed loop operator is smaller than $\gamma$. These conditions are expressed in terms of a pair of quadratic differential inequalities, generalizing the well-known Riccati differential equations introduced recently in the context of finite horizon $H_\infty$ control.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages37
Publication statusPublished - 1989

Publication series

NameMemorandum COSOR
Volume8933
ISSN (Print)0926-4493

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