A new static output feedback approach to the suboptimal mixedH₂/H_∞problem

Abstract

Abstract In this paper we propose a new approach to solve the static output feedback suboptimal mixed H 2 / H ∞ control problem using a state fixed‐structure feedback design. We formulate the static output feedback problem as a constrained static state feedback problem and obtain three coupled design equations: one Riccati equation, one Lyapunov equation, and a gain equation. We will prove the equivalence of the proposed solution to the existing solution. A very simple iterative algorithm is then presented to solve the design equations for the stabilizing output feedback gain that minimizes an upper bound of H 2 norm while satisfying the H ∞ disturbance attenuation requirement. A unique feature of the new approach is that it admits the Kalman gain as an initial stabilizing gain to start the above iterative solution procedure, which is computationally attractive and advantageous compared to the direct approach, as the latter has to deal with the difficult algorithm initialization problem. Some illustrative numerical examples are given to demonstrate the effectiveness of the approach. Copyright © 2004 John Wiley & Sons, Ltd.