### 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) |
---|---|

City | Honolulu, HI, USA |

Period | 90/12/5 → 90/12/7 |

### Fingerprint

### 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.

**Finite horizon H
^{∞} control problems with terminal penalties
.** / Uchida, Kenko; Fujita, Masayuki.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

^{∞}control problems with terminal penalties in

*Proceedings of the IEEE Conference on Decision and Control.*vol. 3, Publ by IEEE, pp. 1808-1813, Proceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6), Honolulu, HI, USA, 90/12/5.

^{∞}control problems with terminal penalties In Proceedings of the IEEE Conference on Decision and Control. Vol. 3. Publ by IEEE. 1990. p. 1808-1813

}

TY - GEN

T1 - Finite horizon H ∞ control problems with terminal penalties

AU - Uchida, Kenko

AU - Fujita, Masayuki

PY - 1990

Y1 - 1990

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=0025550819&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0025550819&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:0025550819

VL - 3

SP - 1808

EP - 1813

BT - Proceedings of the IEEE Conference on Decision and Control

PB - Publ by IEEE

ER -