A new algorithm for solving cross–coupled algebraic Riccati equations of singularly perturbed systems for mixed H2/H∞ control problem

Abstract

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 al-gorithm is based on the Newton’s method, the proposed method is computationally attractive and the imple-mentation of the algorithm is easy. It is newly proven that the new algorithm guarantees the quadratic con-vergence. As a result, it is shown that the proposed algorithm succeed in improving the convergence rate dramatically compared with the previous results.