@inproceedings{Mylvaganam:2016:10.1109/CDC.2016.7798343,
author = {Mylvaganam, T and Astolfi, A},
doi = {10.1109/CDC.2016.7798343},
publisher = {IEEE},
title = {Dynamic Algorithms for Solving Coupled Algebraic Riccati Equations Arising in Mixed H2/H∞ Control for Scalar Linear Systems},
url = {http://dx.doi.org/10.1109/CDC.2016.7798343},
year = {2016}
}

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TY  - CPAPER
AB  - The problem of mixed H2/H∞ control canbe formulated as a two-player nonzero-sum differentialgame as done by Limebeer et al. in the 1990s. For linearsystems the problem is characterised by two coupled algebraicRiccati equations. Solutions for such algebraic Riccatiequations are not straight-forward to obtain, particularly forinfinite-horizon problems. In this paper two algorithms forobtaining solutions for the coupled algebraic Riccati equationsassociated with the mixed H2/H∞ control problemfor scalar, linear systems is provided along with illustrativenumerical examples.
AU  - Mylvaganam,T
AU  - Astolfi,A
DO  - 10.1109/CDC.2016.7798343
PB  - IEEE
PY  - 2016///
SN  - 0743-1546
TI  - Dynamic Algorithms for Solving Coupled Algebraic Riccati Equations Arising in Mixed H2/H∞ Control for Scalar Linear Systems
UR  - http://dx.doi.org/10.1109/CDC.2016.7798343
UR  - http://hdl.handle.net/10044/1/38640
ER  - 

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