In the paper the synthesis of optimal controllers for the minimum H∞ and H2 norm of the weighted sensitivity function is extended to a multivariable system. Two direct algorithms are introduced to synthesise the optimal controllers to minimise the H2 and H∞ norm of the weighted sensitivity matrix in a multivariable system. A fractional representation approach and the Wiener Hopf variational technique are employed to treat these minimum-norm problems.
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Bor‐Sen Chen (1984) studied this question.
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