ABSTRACT
This chapter discusses the new types of cross-coupled generalized differential Riccati equations (GDREs) and generalized algebraic Riccati equations (GAREs). Since the seminal work, H∞ control has become one of the most important robust control approaches and attracted a lot of interest in the past thirty years. H∞ optimal control requires one to design a controller to attenuate the effect of external disturbance v on regulated output z as far as possible, while H∞ suboptimal control only requires attenuating the effect of v on z by a prescribed level γ > 0. H∞ optimal control can be computationally involved and the so-called H∞ control is normally referred to as suboptimal H∞ control. In the early development, H∞ control was studied in the frequency domain, which is associated with the computation of the H∞ norm of a transfer function.
