H2 Optimal Control
In this chapter we begin our study of optimal synthesis and in particular will derive controllers that optimize the H 2 performance criterion. We will start by defining the synthesis problem to be solved, and will then provide a number of motivating interpretations. Following this, we will develop some new matrix tools for the task at hand, before proceeding to solve this optimal control problem.
KeywordsState Feedback Invariant Subspace Riccati Equation Synthesis Problem Hamiltonian Matrix
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Notes and references
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