Bounds on solutions to H∞ algebraic Riccati equations with applications

The authors give upper bounds on the stabilizing solutions of the algebraic Riccati equations arising in standard H_∞ control problems for continuous time finite dimensional linear time invariant systems. Using these bounds they show that, in H _∞ control with state-feedback, the so-called central solution satisfies an interesting H₂ norm bound. This bound may be readily used to find a state-feedback controller that guarantees an equal compromise between H₂ and H _∞ objectives