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State-space solution to a minimum-entropy $\mathcal{H}_\infty$-optimal control problem with a nested information constraint (1403.5020v3)

Published 20 Mar 2014 in cs.SY and math.OC

Abstract: State-space formulas are derived for the minimum-entropy $\mathcal{H}_\infty$ controller when the plant and controller are constrained to be block-lower-triangular. Such a controller exists if and only if: the corresponding unstructured problem has a solution, a certain pair of coupled algebraic Riccati equations admits a mutually stabilizing fixed point, and a pair of spectral radius conditions is met. The controller's observer-based structure is also discussed, and a simple numerical approach for solving the coupled Riccati equations is presented.

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