Numerical methods for H_2 related problems
Numerical methods for H_2 related problems
E. Feron, V. Balakrishnan, S. Boyd, and L. El Ghaoui
Proc. American Control Conf., pages 2921-2922, Chicago, Illinois, June 1992
Abstract:
Recent results have shown that several H2 and H2-related
problems can be formulated as convex programs with a finite
number of variables. We present an interior point algorithm for the
solution of these convex programs and illustrate its application with
the standard LQR design.
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