Performance Bounds in ${\cal H}_{\infty}$ Optimal Control for Stable SISO Plants With Arbitrary Relative Degree

This note deals with performance bounds for the H infin-optimal control of discrete-time LTI plants. The case studied corresponds to stable scalar plants with arbitrary relative degree but no finite non-minimum phase zero. By using Nehari's Theorem and a reformulation of the standard Youla Parameterization a closed-form expression for the characteristic polynomial of the associated eigenvalue problem is obtained. Also, we derive an analytic expression for the optimal H infin cost as a function of the plant relative degree.

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