Optimal Full Information H2 Guaranteed Cost Control of Discrete-Time Systems

This paper presents, for discrete-time LTI systems with unstructured dynamic uncertainty, a methodology for designing full information controllers which minimize the upper bound on robust H2 performance given in [1]. It is first shown that this optimal control problem can be cast as a semi-definite program. Then, it is shown that this optimization problem can be solved efficiently and accurately using discrete algebraic Riccati equations.