Abstract
This paper presents a time-domain, optimal-control approach to worst-case design, an alternative to frequency-domainH ∞ techniques. The generic linear-quadratic set-up of the “standardH ∞ problem” is discussed. The resultsinclude a characterization of suboptimal values, as well as a parametrization of all suboptimal compensators, interms of two coupled indefinite Riccati equations. Both the usual infinite-horizon, time-invariant case and the finite-horizon, time-varying case, are treated. The latter is beyond the scope of frequency-domain analysis.
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Tadmor, G. Worst-case design in the time domain: The maximum principle and the standardH ∞ problem. Math. Control Signal Systems 3, 301–324 (1990). https://doi.org/10.1007/BF02551373
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DOI: https://doi.org/10.1007/BF02551373