A new method for mixedH₂/H_∞control with regional pole constraints

Abstract

Abstract In this paper, the problem of state feedback mixed H 2 / H ∞ control with regional pole constraints is studied. The constraint region is represented by several algebraic inequalities. This constrained optimization problem cannot be solved via the LMI approach. Based on the barrier method, we instead solve an auxiliary minimization problem to get an approximate solution. We shall show that the obtained minimal solution of the auxiliary minimization problem can be arbitrarily close to the infimal solution of the original problem. An example is provided to illustrate the benefits of the approach. Copyright © 2003 John Wiley & Sons, Ltd.