A Direct Method of Constructing H_2 Suboptimal Controllers - Continuous-Time Systems

An H 2 suboptimal control problem is defined and analyzed. Then an algorithm called `H 2 suboptimal state feedback gain sequence' (H 2 SOSFGS) algorithm is developed. Rather than utilizing a `perturbation method' which is numerically stiff and computationally prohibitive, the H 2 SOSFGS algorithm utilizes a direct eigenvalue assignment method to come up with a sequence of H 2 suboptimal state feedback gains. Also, although the sequence of H 2 suboptimal state feedback gains constructed by the H 2 SOSFGS algorithm depends on a parameter ", the construction procedure itself does not require explicitly the value of the parameter ". Next, attention is focused on constructing a sequence of H 2 suboptimal observer based measurement feedback controllers. Both full as well as reduced order observer based controllers are developed. For a given H 2 suboptimal state feedback gain, a sequence of observer gains for either a full or a reduced order observer can be constructed by merely dualizing th..