On the Dual of a Mixed H2=l1 Optimisation Problem
نویسندگان
چکیده
The general discrete-time single-input single-output (SISO) mixed H2/l1 control problem is considered in this paper. It is found that the existing results of duality theory cannot directly be applied to this infinite dimensional optimisation problem. By means of two finite dimensional approximate problems to which the duality theory can be applied, the dual of this mixed H2/l1 control problem is verified to be the limit of the duals of these two approximate problems.
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