Approximation methods of mixed l 1/H2 optimization problems for MIMO discrete-time systems

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The mixed l1/H2 optimization problem for MIMO (multiple input-multiple output) discrete-time systems is eonsidered. This problem is formulated as minimizing the l1-norm of a dosed-loop transfer matrix while maintaining the H2-norm of another closed-loop transfer matrix at prescribed level. The continuity property of the optimal value in respect to changes in the H2-norm constraint is studied. The existence of the optimal solutions of mixed l1/H2 problem is proved. Becatse the solution of the mixed l1/H2 problem is based on the scaled-Q method, it avoids the zero interpolation difficulties. The convergent upper and lower bounds can be obtained by solving a sequence of finite dimensional nonlinear programming for which many efficient numerical optimization algorithms exist.
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