### Abstract

The authors generalize the standard H
^{∞} control problem to the finite horizon case with two (possibly singular) terminal penalties at the initial and final times. The major objective of the generalization is to increase flexibility of H
_{∞} controls; the terminal penalties correspond to treating an intrinsic issue of finite horizon cases within the framework of H
^{∞} control problems. The authors give a complete solution, a necessary and sufficient condition, and a parametrization to the finite horizon H
^{∞} control problem. The solution is a natural extension of the Riccati equation solution; in the special case when all the terminal penalties vanish, the solution is reduced to the existing one to the finite horizon standard H
^{∞} control problem. The present approach to the problem is based on completing the square argument of a particular quadratic form.

Original language | English |
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Title of host publication | Proceedings of the IEEE Conference on Decision and Control |

Publisher | Publ by IEEE |

Pages | 1808-1813 |

Number of pages | 6 |

Volume | 3 |

Publication status | Published - 1990 |

Event | Proceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6) - Honolulu, HI, USA Duration: 1990 Dec 5 → 1990 Dec 7 |

### Other

Other | Proceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6) |
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City | Honolulu, HI, USA |

Period | 90/12/5 → 90/12/7 |

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### ASJC Scopus subject areas

- Chemical Health and Safety
- Control and Systems Engineering
- Safety, Risk, Reliability and Quality

### Cite this

^{∞}control problems with terminal penalties In

*Proceedings of the IEEE Conference on Decision and Control*(Vol. 3, pp. 1808-1813). Publ by IEEE.