抄録
This paper is concerned with the mixed H2/H∞ control problem. The purpose of this paper is to give iterative methods for obtaining a sub-optimal solution for the mixed H2/H∞ control problem. The key idea of our methods is to construct “controller sequences” that converge to the H2 optimal controller. Using the controller sequences two iterative algorithms are proposed. The obtained controller is either the global optimal solution or a sub-optimal solution on the boundary of the H∞ constraint. The effectiveness of the proposed methods is shown by numerical examples.