A Direct Method of Constructing H 2 SuboptimalControllers { Continuous - Time SystemsZongli

An H 2 suboptimal control problem is deened and analyzed. Then an algorithm called`H 2 suboptimal state feedback gain sequence' (H 2 SOSFGS) algorithm is developed. Rather than utilizing a `perturbation method' which is numerically stii and computationally prohibitive, the H 2 SOSFGS algorithm utilizes a direct eigenvalue assignment method to come up with a sequence of H 2 suboptimal state feedback gains. Also, although the sequence of H 2 suboptimal state feedback gains constructed by the H 2 SOSFGS algorithm depends on a parameter ", the construction procedure itself does not require explicitly the value of the parameter ". Next, attention is focused on constructing a sequence of H 2 suboptimal observer based measurement feedback controllers. Both full as well as reduced order observer based controllers are developed. For a given H 2 suboptimal state feedback gain, a sequence of observer gains for either a full or a reduced order observer can be constructed by merely dualizing the H 2 SOSFGS algorithm. The direct method of constructing H 2 suboptimal controllers developed here has a number of advantages over thèperturbation method', e.g., it has the ability to design both full and reduced order observer based controllers while still maintaining throughout the design the computational simplicity of it.