It is shown that a full-state feedback gain that was derived originally to satisfy a discrete-time closed-loop H-infinity norm bound, also minimises three distinct LQG cost bounds.
Başar, T.1989. 'A dynamic games approach to controller design: disturbance rejection in discrete-time', in Proc Conf on Decision and Control, Tampa, FL, USA, 407-414.
2.
Bambang, R., Shimemura, E. and Uchida, K.1990. 'Discrete-time H2/H-infinity control synthesis: state feedback case', in Proc Korean Autom Cont Conf .
3.
Bernstein, D.S. and Haddad, M.1989. 'LQG control with an H-infinity performance bound: a Riccati equation approach', IEEE Trans on Autom Cont, 34 (3), 293-305.
4.
Francis, B.A.1987. A Course in H-infinity Control Theory, Volume 88 of Lecture Notes in Control and Information Sciences , Springer-Verlag, Berlin, Germany.
5.
Geering, H.P.1976. 'On calculating gradient matrices', IEEE Trans on Autom Cont, 21 (8), 615-616.
6.
Grimble, M.J.1989. 'Minimization of a combined H-infinity and LQG cost-function for a two-degrees-of-freedom control design', Automatica, 25 (4), 635-638.
7.
Gu, D.W., Tsai, M.C., O'Young, S.D. and Postlethwaite, I.1989. 'State-space formulas for discrete-time H-infinity optimization', Int J Cont, 49 (5), 1683-1723.
8.
Haddad, W.M., Bernstein, D.S. and Mustafa, D.1991. 'Mixed-norm H2/H-infinity regulation and estimation: the discrete-time case', Syst & Cont Lett, 16, 235-247; also to be presented at the 1991American Control Conference, Boston, MA, USA.
9.
Horn, R.A. and Johnson, C.R.1985. Matrix Analysis, Cambridge University Press.
10.
Iglesias, P.A. and Glover, K.1991. 'State-space approach to discrete-time H-infinity control' , Int J Cont (to appear).
11.
Iglesias, P.A., Mustafa, D. and Glover, K.1990. 'Discrete-time H-infinity controllers satisfying a minimum entropy criterion', Syst & Cont Lett, 14, 275-286.
12.
MacMartin, D.G., Hall, S.R. and Mustafa, D.1990. 'On a cost functional for H2/H-infinity minimization ' in Proc Conf on Decision and Control, Honolulu, Hawaii, USA, 1010-1012.
13.
Molinari, B.P.1975. 'The stabilizing solution of the discrete algebraic Riccati equation', IEEE Trans on Autom Cont, 20 (3), 396-399.
14.
Mustafa, D.1989a. Minimum Entropy H-infinity Control, PhD Thesis, University of Cambridge.
15.
Mustafa, D.1989b. 'Relations between maximum entropy/H-infinity control and combined H-infinity/ LQG control', Syst & Cont Lett , 12, 193-203.
16.
Mustafa, D. and Glover, K.1988. 'Controllers which satisfy a closed-loop H-infinity norm bound and maximize an entropy integral', in Proc Conf on Decision and Control, Austin, Texas, USA, 959-964.
17.
Mustafa, D. and Glover, K.1990. Minimum Entropy H-infinity Control, Volume 146 of Lecture Notes in Control and Information Sciences , Springer-Verlag, Berlin, Germany.
18.
Petersen, I.R., Anderson, B.D.O. and Jonckheere, E.A.1990. A first principles solution to the non-singular H-infinity control problem (preprint).
19.
Ran, A.C.M. and Vreugdenhil, R.1987. 'Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems', Linear Algebra and its Applications, 99, 63-83.
20.
Rotea, M.A. and Khargonekar, P.P.1990. 'Simultaneous H2/H-infinity control with state feedback', in Proc American Cont Conf, San Diego, CA, USA, 2380-2384.
21.
Stoorvogel, A.A.1991. 'The discrete time H-infinity control problem with measurement feedback', SIAM J on Cont and Optmiz (to appear).
22.
Wonham, W.M.1979. Linear Multivariable Control: A Geometric Approach , Springer-Verlag, Berlin, Germany.
23.
Yaesh, I. and Shaked, U.1989. 'Game theory approach to optimal linear estimation in the minimum H-infinity norm sense', in Proc Conf on Decision and Control, Tampa, FL, USA, 421-425.
24.
Yaesh, I. and Shaked, U.1990. 'Minimum H-infinity norm regulation of linear discrete-time systems and its relation to linear quadratic discrete games', IEEE Trans on Autom Cont, 35 (9), 1061-1064.
25.
Zhou, K., Doyle, J.C., Glover, K. and Bodenheimer, B.1990. 'Mixed H2 and H-infinity control', in Proc American Cont Conf, San Diego, CA, USA, 2502-2507.
