State-space solutions to standard H2 and H∞ control problems

Abstract

Simple state-space formulas are presented for a controller solving a standard H∞-problem. The controller has the same state-dimension as the plant, its computation involves only two Riccati equations, and it has a separation structure reminiscent of classical LQG (i.e., H2) theory. This paper is also intended to be of tutorial value, so a standard H2-solution is developed in parallel.