Infinite horizon H-two/H-infinity control for descriptor systems: Nash game approach

This paper studies the infinite time horizon mixed H-two/H-infinity control problem for descriptor systems using Nash game approach. A necessary/sufficient condition for the existence of infinite horizon H-two/H-infinity control is presented in the form of two coupled algebraic Riccati equations, respectively. Finally, a suboptimal H-two/H-infinity controller design is given based on an iterative linear matrix inequality algorithm.

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