On Lagrangian Approach to Mixed $H_2$/H\ulcorner Control Problem: The State Feedback Case

To improve the reliability of control systems, certain robustness to plant uncertainties and disturbance inputs is required in terms of well founded mathematical basis. Robust control theory was set up and developed until now from this motivation. In this field, H$_2$or H\ulcorner norm performance measures are frequently used nowadays. Moreover a mixed H$_2$/H\ulcorner control problem is introduced to combine the merits of each measure since H$_2$control usually makes more sense for performance while H\ulcorner control is better for robustness to plant perturbations. However only some partial analytic solutions are developed to this problem under certain special cases at this time. In this paper, the mixed H$_2$/H\ulcorner control problem is considered. The analytic(or semi-analytic) solutions of (sub)optimal mixed H$_2$/H\ulcorner state-feedback controller are derived for the scalar plant case and the multivariable plant case, respectively. An illustrative example is given to compare the proposed analytic solution with the existing numerical one.