A direct method of constructing H2 suboptimal controllers-continuous-time systems

An algorithm called the `H<sub>2</sub> suboptimal state feedback gain sequence´ (H<sub>2</sub> SOSFGS) algorithm is developed. Rather than utilizing a `perturbation method´ which is numerically stiff and computationally prohibitive, the H₂ SOSFGS algorithm utilizes a direct eigenvalue assignment method to come up with a sequence of H ₂ suboptimal state feedback gains. Also, although the sequence of H₂ suboptimal state feedback gains constructed by the H₂ SOSFGS algorithm depends on a parameter ε, the construction procedure itself does not require explicitly the value of the parameter ε. For a given H₂ suboptimal state feedback gain, a sequence of observer gains for either a full or a reduced order observer can be constructed by merely dualizing the H₂ SOSFGS algorithm