J. Zou and Y.P. Gupta
H∞ control, H∞ infinite bound, optimal control, stability, Riccatidifference equation, discrete system
Stabilizing properties based on monotonic behaviour of the solution of the Riccati equation for linear quadratic gaussion (LQG) optimal control have been well studied. In this paper, these results are extended to H∞ optimal control for time-invariant discrete linear system. The authors present suffcient conditions for monotonic nondecreasing behaviour of the Riccati difference equation (RDE) associated with H∞ optimal control subject only to the terminal constraints. This allows for deriving linear time-invariant “frozeno ptimal control with guaranteed infinite-horizon H∞-norm bound.
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