Optimal H∞$$ {\mathcal{H}}_{\infty } $$ Problem and Application to Controlled Asymptotic Filtering

ABSTRACT

The optimal variant of one‐sided ‐problem is elaborated, and an LMI‐based algorithm is presented, which works in the generic case. An application in controlled asymptotic filtering is presented, in which the matrices of the ‐problem are affine functions of controller coefficients. These two results are illustrated with examples.