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On convexity of H-infinity Riccati solutions
Conference proceeding

On convexity of H-infinity Riccati solutions

X.P Li and B.C Chang
[1991] Proceedings of the 30th IEEE Conference on Decision and Control, v 2, pp 1927-1932
1991

Abstract

Artificial intelligence H infinity control Optimal control Radio access networks Riccati equations Transfer functions Control Systems
The authors revealed several important eigen properties of the stabilizing solutions of two H/sup infinity / Riccati equations and their product. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma in the domain of interest. Based on these properties, quadratically convergent algorithms are developed to compute the optimal H/sup infinity / norm. Two examples are used to illustrate the algorithms.

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