We consider the problem of minimizing a given positive linear combination of the l1 norm and the square of the ℋ2 norm of the closed loop over all internally stabilizing controllers. The problem is analysed for the discrete-time, SISO, linear time-invariant case. It is shown that a unique optimal solution always exists, and can be obtained by solving a finite-dimensional convex optimization problem with an a priori determined dimension. It is also established that the solution is continuous with respect to changes in the coefficients of the linear combination.
- Duality theory
- Robust control