Algorithm for solving cross-coupled algebraic Riccati equations related to mixed H2/H∞ control problems of multimodeling systems

In this paper, the mixed H₂/H_∞ control problems for the multiparameter singularly perturbed systems (MSPS) are discussed. In order to obtain the strategies, the algorithm for solving the cross-coupled algebraic Riccati equations (CARE) is proposed. Since a new algorithm is based on the Newton´s method, the proposed method is computationally attractive and the implementation of the algorithm is easy. It is newly proven that the new algorithm guarantees the quadratic convergence. As a result, it is shown that the proposed algorithm succeed in improving the convergence rate dramatically compared with the previous results.