For given rational matrices V a, U a, V b , U b , we find necessary and sufficient conditions for existence of a stable rational matrix Φ satisfying Φ ∞ ≤ 1, V aΦ = U a, and ΦV b = U b . A condition is the positive semidefiniteness of a matrix, denoted by R. We present a parametrization of all problem solutions. A property of the proposed algorithm is, as a first step, to reduce the problem to a minimal realization, by an orthogonal transformation. Another property is the ability to transform the problem into one with constant matrices, by another orthogonal transformation. A problem motivation is the optimal H∞ control problem of descriptor systems. We show by an example that the existing numerical H∞ control optimization algorithms, which solve the problem of obtaining stabilizing controllers such that Φ ∞ ≤ γ, where Φ is the closed loop transfer matrix, and γ is slightly greater than the optimal one, compute controllers such that the closed loop system suffers from lack of stability robustness. Our proposed algorithm doesn't require γ to be greater than the optimal one, and the closed loop system has the property of stability robustness. Consequences of the singularity of matrix R, which property generically appears for the optimal γ, are (1) that Φ(jω) = γ for all real ω and all optimal controllers, and (2) if the measured output is single, or the control input is single, then the H∞ controller is unique. A numerical example is presented to illustrate the H∞ control optimization algorithm.
Introduction.Consider rational matrices (rm's) V a (s) ∈ R(s) μ×m , U a (s) ∈ R(s) μ×r , V b (s) ∈ R(s) r×ρ , and U b (s) ∈ R(s) m×ρ , where by R(s) μ×m we denote the set of rm's with real coefficients, of dimension μ × m, which are possibly improper. We state the following problem.Problem 1. Find a proper stable rm Φ(s) ∈ R(s) m×r such that Φ ∞ ≤ 1 and the following conditions are satisfied: