H [Infinity Symbol] Optimal Control And Related Minimax Design Problems

This second edition features a more streamlined presentation of the results included in the first edition and also contains substantial new material, reflecting new developments in the field since 1991. Among these are the nonlinear theory; connections between H-infinity-optimal control and risk sensitive stochastic control problems; H-infinity filtering for linear and nonlinear systems; and robustness considerations in the presence of regular and singular perturbations. Also included are a rather detailed description of the relationship between frequency-and time-domain approaches to robust controller design, and a complete set of results on the existence of value and characterization of optimal policies in finite- and infinite-horizon LQ differential games.

The authors believe that the theory is now at a stage where it can easily be incorporated into a second-level graduate course in a control curriculum, that would follow a basic course in linear control theory covering LQ and LQG designs.