Kybernetika 31 no. 6, 601-611, 1995

Singular finite horizon full information \cal H control via reduced order Riccati equations

Francesco Amato and Alfredo Pironti


In this paper we consider the standard finite horizon, full information ${\cal H}^\infty$ control problem when the direct feedthrough matrix, which links the control input to the controlled output, is not full column rank. Using a differential game approach, we show that, in this case, the solution of the problem can be obtained solving a {\sl reduced order} Riccati differential equation.


93B36, 90D25