Solution to nonsingular H 2 optimal control problem with unstable weights

Abstract In this paper, we propose an approach that treats the synthesis of servo systems as well as the estimation of unstable plants as H 2 control problems with unstable weights. This approach is based on the notion of comprehensive stability and the parameterization of comprehensively stabilizing controllers. The complete result for the nonsingular case is obtained. This provides an H 2 optimal synthesis method for general linear servo problems and estimation problems of unstable plants.