The optimal H2 controller for generalized discrete-time systems

We consider the H2 optimal control problem for a discrete-time system whose transfer function matrix may be improper and we retrieve the optimal controller through a numerically tractable algorithm. Both the optimal controller and the value of the minimal closed-loop norm are given in terms of a particular type of realization and via the solutions of two Riccati equations. (c) 2021 Elsevier Ltd. All rights reserved.

Automated summary

This paper discusses the H2 optimal control problem for a discrete-time system with a potentially improper transfer function matrix, and proposes a numerically tractable algorithm to find the optimal controller. The optimal controller and the minimum closed-loop norm value are both determined based on a specific type of realization and solutions to two Riccati equations.