Numerical methods for H_2 related problems

E. Feron, V. Balakrishnan, S. Boyd, and L. El Ghaoui

Proceedings of American Control Conference, 4:2921-22, June 1992.

Recent results have shown that several H_2 and H_2-related problems can be formulated as convex programs with a finite number of variables. We present an interior point algorithm for the solution of these convex programs and illustrate its application with the standard LQR design.