On the computation of the infimum in H∞-optimization.

In this paper, a new method for the computation of the infimum for a large class of continuous-time H∞ optimal control problem by state feedback is presented. The main ingredients of the new method include three generalized eigenvalue problems whose coefficient matrices are from a condensed form of the given system. This condensed form is computed using only orthogonal transformations which can be implemented via a numerically stable way. The superiority of the new method over the existing one given in Chen (H∞Control and its Applications, Chapter 5. Springer: Berlin, 1997) is verified by some numerical examples. Copyright © 2004 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]