Finite horizon H control problems with terminal penalties

Kenko Uchida*, Masayuki Fujita

*Corresponding author for this work

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    1 Citation (Scopus)


    The authors generalize the standard H control problem to the finite horizon case with two (possibly singular) terminal penalties at the initial and final times. The major objective of the generalization is to increase flexibility of H controls; the terminal penalties correspond to treating an intrinsic issue of finite horizon cases within the framework of H control problems. The authors give a complete solution, a necessary and sufficient condition, and a parametrization to the finite horizon H control problem. The solution is a natural extension of the Riccati equation solution; in the special case when all the terminal penalties vanish, the solution is reduced to the existing one to the finite horizon standard H control problem. The present approach to the problem is based on completing the square argument of a particular quadratic form.

    Original languageEnglish
    Title of host publicationProceedings of the IEEE Conference on Decision and Control
    PublisherPubl by IEEE
    Number of pages6
    Publication statusPublished - 1990
    EventProceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6) - Honolulu, HI, USA
    Duration: 1990 Dec 51990 Dec 7


    OtherProceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6)
    CityHonolulu, HI, USA

    ASJC Scopus subject areas

    • Chemical Health and Safety
    • Control and Systems Engineering
    • Safety, Risk, Reliability and Quality


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