The Discrete-Time $H_2$/$H_{\infty}$ Control Synthesis : State Feedback Case

A synthesis of feedback control-law with combined H$_{2}$/H$_{\infty}$ perfoemance criteria is proposed for discrete-time systems, under the assumption that the state is available for feedback. An auxiliary minimization problem is defined to enforce the H$_{\infty}$ disturbance attenuation constrain while minimizing the H$_{2}$ performance bound. The design equation is presented in terms of a modified Riccati equation which leads to the standard LQ solution when the H$_{\infty}$ constraint is completely relaxed. The results of the paper clarity the correspondences between H$_{2}$/H$_{\infty}$ results in discrete-time systems and their continuous-time counter-parts.rts.