On the dual of a mixed H2/l1 optimisation problem

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 be directly applied to this infinite dimension optimisation problem. By means of two finite dimension approximate problems, to which duality theory can be applied, the dual of the mixed H2/l1 control problem is verified to be the limit of the duals of these two approximate problems.

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