AN ITERATIVE ALGORITHM FOR THE MIXED H2/H∞ CONTROL PROBLEM USING H2 NORM DECREASING CONTROLLER SETS

controller set, controller sequence, iterative algo-rithm This paper is concerned with the mixed H2/H ∞ control prob-lem. The purpose of this paper is to give an iterative algorithm for finding a sub-optimal static state feedback controller for the mixedH2/H ∞ control problem. The key idea of our algorithm is to construct two “controller sets”: one is a set of controllers that improve the H2 norm of the closed loop map for a given controller and the other is a set of controllers whose elements satisfy the H ∞ norm constraint. Using two controller sets, we propose an iterative algorithm. The obtained controller is ei-ther the global optimal solution if the H ∞ norm constraint is satisfied until the H2 norm of the objective closed loop map converges to the H2 optimal value or a sub-optimal solution on the boundary of the H ∞ norm constraint.