Optimal $RH_2$-- and $RH_\infty$--Approximation of Unstable Descriptor Systems

Mathematics – Optimization and Control

Scientific paper

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Scientific paper

We consider the following problem. Given an unstable continuous--time
descriptor system with transfer function $G$, find a stable descriptor system
whose transfer function is the best approximation of $G$ in the spaces $RH_2$
and $RH_\infty$, respectively. Explicit optimal solutions are presented under
consideration of numerical issues.

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