Automatica, Vol.33, No.3, 387-391, 1997
SISO Controller-Design to Minimize a Positive Combination of the L(2) and the H-2 Norms
We consider the problem of minimizing a given positive linear combination of the l(1) norm and the square of the H-2 norm of the closed loop over all internally stabilizing controllers. The problem is analysed for the discrete-time, SISO, linear time-invariant case. It is shown that a unique optimal solution always exists, and can be obtained by solving a finite-dimensional convex optimization problem with an a priori determined dimension. It is also established that the solution is continuous with respect to changes in the coefficients of the linear combination.
Keywords:INFINITY