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

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., H 2 ) theory. This paper is also intended to be of tutorial value, so a standard H 2 -solution is developed in parallel.

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