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[9] D. Mayne, J. Rawlings, C. Rao, and P. Scokaert, Constrained model predictive control: Stability and optimality, Automatica, vol. 36, no. 7, pp. 789814, Jun. 2000. [10] C. Garca, D. Prett, and M. Morari, Model predictive control: Theory and practiceA survey, Automatica, vol. 25, no. 3, pp. 335348, May 1989. [11] B. Bank, J. Guddat, D. Klatte, B. Kummer, and K. Tammer, Non-Linear Parametric Optimization. Berlin, Germany: Akademie-Verlag, 1982. [12] S. Robinson and R. Day, A sufcient condition for continuity of optimal sets in mathematical programming, J. Mathemat. Anal. Applic., vol. 45, pp. 506511, 1974. [13] A. Bemporad and C. Filippi, Approximate multiparametric convex programming, in Proc. 42nd IEEE Conf. Decision and Control, Maui, HI, Dec. 2003, pp. 31853190. [14] J. Bjrnberg and M. Diehl, Approximate robust dynamic programming and robustly stable MPC, Automatica, vol. 42, no. 5, pp. 777782, May 2006. [15] S. Boyd and L. Vandenberghe, Convex Optimization. Cambridge, U.K.: Cambridge University Press, 2004. [16] A. Barvinok, A Course in Convexity, ser. Graduate Studies in Mathematics. Providence, RI: AMS, 2002, vol. 54. [17] R. T. Rockafellar, Convex Analysis, ser. Princeton Mathematics Series. Princeton, U.K.: Princeton University Press, 1970, vol. 28. [18] R. Kalman, When is a linear control system optimal?, Trans. ASME, J. Basic Eng., ser. D, vol. 88, pp. 5160, Mar. 1964.

he desires and improves that convergence by means of an automatic adaptation of the perturbation sizes. This technical note is organized as follows. Section II describes the H2 =H control problem formulation and our path-following algorithm in detail. Section III applies this algorithm to the numerical example of [1] and compares the results with those given in [1] and those given in another paper in which this same example has been used. The differences between these various solutions will also be discussed. Section IV applies our algorithm to two more benchmark examples, which are drawn from a well-known library. The results of Sections III and IV are also compared with those obtained with a direct BMI-solving software. In Section V, an alternative solution for the computation of an initial, suboptimal value of the controller is proposed for the situation where the H2 and the H constraints apply to closed-loop transfer functions starting from the same input. Finally, Section VI will conclude this work with some comments.

II. APPLICATION TO THE MIXED H2 =H A. Problem Formulation

1 CONTROLLER DESIGN

An Improved Path-Following Method for Mixed Controller Design

Eric Ostertag

The mixed H2 =H control problem has been introduced in the early 1990s in [2], where the problem of optimal control with robust stability constraint of [3] was transformed into a convex optimization approach. Given the following linear system:

AbstractAmong the few methods available to solve bilinear matrix inequalities (BMIs) occurring in control design, the path-following method, published some years ago, appears to be one of the best ones, as far as linearization methods are concerned. However, few details are given in the literature about its implementation and limits. In this technical note, this controllers with full method is applied to the design of mixed details of the algorithm and some improvements over the one which has been published a few years ago. The results obtained with the numerical example given in that same publication, as well as with some other examples, are compared with those given by other methods, including a direct BMI-solving program. Index TermsBilinear matrix inequalities (BMIs), mixed trol, path-following method. con-

x = Ax + Bw w + Bu u _ z1 = C1 x + D1w w + D1u u z2 = C2 x + D2w w + D2u u y = Cy x + Dyw w

(1)

the aim is to compute a feedback gain matrix K such that for u = Ky the H2 -norm of the closed loop from w to z2 is minimized while the H -norm of the closed loop from w to z1 is less than some imposed level . In the following, only static state feedback control will be taken into account, which is obtained by setting Cy = I and Dyw = 0 in (1). The H2 condition imposes further that D2w = 0. In addition, we will also assume D1w = 0, which will be the case in all the numerical examples treated in Sections IIIV. The closed loop has then the following statespace description:

I. INTRODUCTION To solve problems involving bilinear matrix inequalities (BMIs), an elegant step-by-step method, implying linearization at its central step, the path-following method, has been published some years ago [1]. The algorithm had not been given, however, in all details in that work, and contained some unlucky mistakes, which reect themselves in the results of the numerical example given as an illustration, thus making it somewhat difcult for the reader who wants to apply this method. The main purpose of this technical note is to reformulate this algorithm with full details and some corrections, and to introduce an additional feature, which lets the user adapt it to the convergence accuracy
Manuscript received May 25, 2007; revised November 8, 2007. First published September 12, 2008; current version published September 24, 2008. The author is with the Laboratoire des Sciences de lImage, de lInformatique et de la Tldtection, LSIIT, UMR ULP-CNRS 7005, F-67412 ILLKIRCH, France (e-mail: Eric.Ostertag@ensps.u-strasbg.fr). Digital Object Identier 10.1109/TAC.2008.928309

x = ( A + B u K )x + B w w = A c x + B w w _ z1 = (C1 + D1u K )x = C1c x z2 = (C2 + D2u K )x = C2c x:

(2)

The formulation of this problem by means of linear matrix inequalities (LMIs) and BMIs has been established later in [4][8]. We will use here the BMI optimization formulation of [1] with some corrections: minimize subject to

2

P1

 0; P2  0;T
(A + B u K )

P1 + P1 (A + Bu K )+ T (C1 + D1u K ) (C1 + D1u K )

T P + P (A + B K ) 2 2 u T Bw P2 T (C2 + D2u K ) T Bw P1

(A + B u K )

P2 C2 + D2u K

 0;

0 2 I P2 Bw 0I  0

P1 Bw

0

(3a) (3b)

Tr(Z ) < 

(3c)

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The decision variables are the scalar 2 and the matrices K , P1 , P2 , and Z . The H constraint is expressed in (3) by the matrix inequality [(3a)], and the H2 constraint by inequalities [(3a) and (3b)].

B. Path-Following Algorithm Steps The path-following algorithm used to solve the BMI (3) is basically the same as given in [1]. However, differently from that work, it will be described here with full details. Furthermore, some new features concerning the desired accuracy for the nal value of  and improving the convergence of the algorithm towards the solution will be introduced here. An alternative choice in the initialization step of the algorithm will be introduced in Section V. The method consists of ve steps. 1) Initialization Step: An initial, suboptimal value of K is computed according to the method of [2], with the assumption that a common Lyapunov matrix is searched for the H2 and the H problems (P2 = P1 ). The BMIs of (3) must rst be converted to equivalent LMIs. This is done by multiplying their rst member from left and right by the symmetric matrix

3) Linearization Step: The BMI (3) is then linearized around K , by means of perturbations K , P1 ,  2 , and P2 . To keep these perturbations small, two additional LMIs expressing the constraints kP1 k <  kP1 k and kP2 k <  kP2 k are introduced. Difference than in [1], the smallness of the perturbations is determined by this parameter , which, after an initialization at 0.2, will be adjusted during the iterative process, as will be seen below. The semidenite problem (SDP) decision variables being the four perturbations, the LMI to be solved in this step is

P1 , 2 , and P2

minimize subject to
P1 + P1

2

0 P1 1
0

0 KP1 1

0 and applying the change of variables Y = P1 1 and W = KY = as is common practice (see [2], [4], and [9]). The matrix inequality resulting for (3a), i.e., see the equation shown at the bottom of the page, is then transformed further by application of the Schur complement lemma, yielding the nal set of LMIs in Y , W , and Z
minimize subject to

 0; P2 + P2  0 P1 P1 2 P  0; P2 P2  0 P1 P1 P 2 T (Ac + Bu K ) P1 + P1 (Ac + Bu K ) + (P1 + P1 )Bw + c P1 + P1 Ac+ AT 0 T T + C1c + D1u K ) C1c + C1c D1u K ( T (P + P ) 2 Bw 1 0 I 1 T (Ac + Bu K ) P2 + P2 (Ac + Bu K ) + (P2 + P2 )Bw + c P2 + P2 Ac AT 0 T Bw (P2 + P2 ) 0I T P2 + P2 (C2c + D2u K )  0; Tr(Z ) < 2 + 2 : C2c + D2u K Z

2

4) Update Step: Let K := K + K , Ac := Ac + Bu K , C1c := C1c + D1u K , and C2c := C2c + D2u K . 5) Computation of New P1 : Solve the following SDP, with t and P as decision variables: minimize subject to

AY

T T T + Y A + Bu W + W Bu T Bw C1 Y + D1u W
+YA

0 2 I
0

Bw

(C1 Y + D1u

W )T

0I 0

0
(4a)

AY

T + B W + W T BT u u T Bw
(C2 Y + D2u W )

Bw 0I
T

T AT P + P Ac + C1c C1c P Bw c TP Bw 0 2 I  0 0 tI  P 0 (P1 + P1 )  tI; P  0:

(5)

Y C2 Y + D2u W K

(4b)

 0;
Y

This set of LMIs is solved for Y and W from which P1 = Y 01 and 01 = W P1 are obtained. = WY 2) Computation of  and P2 : Let u = Kx, with K the initial value computed in the previous step. To simplify the notations, let us use the closed-loop matrices Ac , C1c , and C2c dened in (2) and corresponding to the actual value of K . The H2 -norm  of the closed-loop system and the corresponding Lyapunov matrix P2 are then determined by solving the following LMI in P2 and Z : minimize subject to

Tr(Z ) < 2 ;

 0:

(4c)

2 AT P2 + P2 Ac P2 Bw c T Bw P2 0I  0 T P2 C2c  0; Tr(Z ) < 2 ; C2c Z

P 2  0:

If this SDP is feasible and no numerical problems have occurred, the obtained Lyapunov matrix P proves a level in the H1 -norm for the closed-loop system and is closest to the rst-order perturbed P1 . Then, let P1 = P and go to step 2. If not, let  := =2, restore values of K , Ac , C1c , and C2c prior to step 4, and go to step 3. This gives the possibility to rene the convergence towards the minimum value of  in step 3, because the infeasibility of (5) or the numerical problems encountered during the resolution of this LMI indicate that the value of K obtained at step 4 may already be beyond its optimal value. This added feature improves signicantly the ability of the algorithm to converge towards the nal solution, as compared with the original one. The iterative loop from steps 3 to 5 is stopped when the relative improvement in  at step 3 is inferior to a desired accuracy or when a preset number of iterations is reached. The resulting value of is then computed by solving for the obtained value of K the matrix inequality (3a), which is then an LMI. All the LMIs of this algorithm are solved with the SeDuMi-1.1 solver [10], or its improved version contained in the CVX toolbox [11], and have been programmed with the MATLABinterface YALMIP [12].

( AY + Y A

T + B W + W T B T + ( C Y + D W )T (C Y + D W ) ) u 1 1u 1 1u u T Bw

Bw 0 2 I  0

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III. NUMERICAL EXAMPLE OF HASSIBI ET AL. A. Results The numerical example used here is the example given in [1, Sec. 4.3], H2 =H controller design

D. Comments About These Results As recalled in [14], there is no guarantee that the result obtained there is a global optimum, only a local minimum. This applies also to the path-following method, which starts from an initial suboptimal value, which is also not guaranteed to represent a global optimum. One of the reasons for the difference between our result and the ones obtained in [1] and [14], which are not too far from each other, is that in both of these works the authors have introduced, probably inadvertently, in their optimization, instead of (3c), the constraint

A=

Bw

1 01:40 00:49 01:93 01:73 01:69 01:25 0:99 2:08 02:49 00:16 01:29
0:41 0:25 0:41 0:81 0:65 0:96

P2 C2
0:44 0:68 ] =

T C2 Z

 0;

Tr(Z )

< 2

Bu C2

= = [

01:77

0:65

C1
0:50

=[

00:41

00:40 ]

D1u

D2u

=1

= 2:

With our algorithm, the initial (suboptimal) value obtained for K at step 1 is

with P2 satisfying the same matrix inequality as (3b). By doing so, 0 T they have imposed Tr C2 P2 1 C2 < Tr(Z ) <  2 , i.e., they have applied the H2 constraint to the H2 norm of the open loop from w to z2 . In the algorithm presented here, C2c = C2 + D2u K is used in 0 T (3c), guaranteeing thus that Tr C2c P2 1 C2c , which is the square of the closed-loop H2 -norm from w to z2 , is minimized as expected. IV. TWO MORE NUMERICAL EXAMPLES The two following examples are drawn from the library COMPle ib [16], [17]. They both fulll our starting assumptions (Cy = I , Dyw = D1w = 0) and have one single exogenous input w , as in (1). However, as is the case for all the test examples of this library, they have only one regulated output z = z1 = C1 x + D1w w + D1u u. To apply our algorithm, which distinguishes between an output z1 used for the H1 condition and another one z2 used for the H2 condition, we have added to these examples the missing output z2 by setting arbitrarily C2 = C1 , D2u = D1u , and D2w = 0. These two examples have also been used by Kocvara et al. [18], who computed separately the minimum attainable closed-loop H2 -norm min and the minimum attainable closed-loop H1 -norm min , with a static output feedback, for a number of the examples of the COMPle ib collection. A. Example DIS4 The matrices of this example have the following values:
0 1 0 :5 1 0 :5 0 1 0 0 0 0 0 2 3 0224 1 0 1 0 :5 0 0 :5 0 :6 0 1 0 1 0 :5 0 1 0 :5 0

Kini

= [ 1:1204

00:3991

0:2935 ]

resulting in  = 1:0376. If the limit of relative improvement in  in step 3 is set to 0.01%, the algorithm stops after seven iterations and the H2 -norm is reduced to  = 0:7489 with

= [ 1:9506

0:4013

00:2110: ]

Note that the value K = [ 0:9434 00:6514 00:9636 ] given in [1] does not yield the claimed H2 -norm of  = 0:3286, but only  = 0:8933, probably due to the errors mentioned here earlier (see, also, Section III-D hereafter). B. Comparison With the Spectral-SDP Method For the same numerical example as above, the authors of the nonlinear spectral-SDP method [13] obtain in [14] the following compensator:

K2;1

= [ 1:1500

00:4685 01:1500 ]
A=

02 03
0 1 0 2 3 1

which yields an H2 -norm of  = 0:8384, not as low as ours. C. Comparison With a Direct BMI-Solving Program The program used hereafter for the direct resolution of the BMI (3) is the program PENBMI, from PENOPT. This algorithm is based on a combination of penalty barrier methods with the augmented Lagrangian method [15]. The result is

0 0 :5
0

Bw

= I6

1 1 0 0 0 0

03 04
0 0 3 0 0 0 0 0 0 4 0 0

= [ 1:9507

0:40147

00:21123 ]

Bu

C1

= I6

D1u

I4

with a corresponding H2 -norm of  = 0:7489. These values are almost the same as ours, within the relative accuracy chosen to stop our algorithm.

For this example, the following separate optimum values have been given in [18]: min = 1:6924 and min = 0:73178.

00:8742 00:6531 01:114 00:1954 00:6245 0:2035 0:1549 00:4958 00:6348 00:5417 01:302 0:2736 00:6981 00:0816 0:6121 00:8943 0:2573 00:2348 00:0814 00:5801 00:5957 0:4487 01:479 00:6609

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We have thus applied our mixed-objective algorithm with an upper bound of = 2 and a desired accuracy for  of 0.01%. After seven iterations, the result shown in the equation at the bottom of the previous page was obtained with  = 1:6932 and = 1:1877. The value of  for the mixed-objective controller is thus close to its best independently attainable value, within the range of the chosen accuracy of 0.01%, whereas the corresponding value of is higher, not surprisingly because the two objectives have to be satised here simultaneously. For comparison purposes, the direct resolution of the BMI (3) for this example by means of PENBMI has yielded the rst equation shown at the bottom of the next page with  = 1:6924 and = 1:206. B. Example Ac16 The matrices of this example have the following values:

The direct resolution of the BMI (3) for this example by means of PENBMI has yielded the following values:

K 

01:862
3:939

= 12:298

and = 19:99

00:9279 01:554 02:993

(9)

0:1798

0:7008

6:407

V. ALTERNATIVE CHOICE FOR THE INITIALIZATION STEP As mentioned in Section IV, nding an initial value in step 1 is sometimes associated with numerical difculties, due to the complexity of the BMI to be solved. An elegant alternative exists in the case where the H2 -norm and the H1 -norm apply to the same closed-loop transfer function. Leibfritz has shown [16, Lemma 2.2] that for such systems the H1 constraint is automatically enforced when a solution to the Riccati equation

00:037
A= Bw Bu D1u
= I4 =

0:0123 0 0 0

5 :5

06:37
1:25 0:00084 0 0:08

2 1004
1

01
0

00:23
0:016 0

00:0457
=

0:0618

Ac Y

+ Y Ac +

01 Bw B T

01 T w + Y C1c C1c Y = 0;

0

0:000236 0:804

C1

0422

00:0862 00:0665
I2 :

I4 0224

exists, i.e., when the H1 problem is feasible, and that it yields an upper bound to the H2 -norm of the closed loop. He has then given the following simplied version of the linear H2 =H1 SDP problem for state-feedback control designs (suboptimal problem, with the same Lyapunov matrices for the two constraints): minimize

2

For this example, the separate optimum values given in [18] are min = 12:298 and min = 14:856. This led us to choose a value of = 100 for the computation of an initial suboptimal controller in step 1. Probably because of this high value of , the LMI solver encountered numerical difculties in the computation of the initial value of P1 = P2 . We have thus replaced the matrix inequalities (3a) and (4a) by (6) and (7) shown at the bottom of the page, respectively. Note that (6) is equivalent to (3a) after division by and contains a matrix P1 also divided by , while (7) is the same as (4a) multiplied by and its matrices Y and W are those of (4a) also multiplied by . We have obtained, after 88 iterations, the following results:

subject to T AY + Y AT + Bu W + W T Bu Bw (C1 Y + D1u W )T T Bw 0 I 0 C1 Y + D1u W 0 0 I T Y (C1 Y + D1u W )  0; C1 Y + D1u W Z 2 r(Z ) <  ; Y  0:

0

(10)

K
with

01:880
4:310

00:9677 01:6053 02:918

and = 20:17 (8)

0:1708

0:7036

6:427

= 12:317

The LMIs (10) replace then (7), and (4c) in step 1 of our algorithm, (4b) being no longer necessary. An alternative exists to prove the above result. Multiplying (7) further by yields the equivalent LMI T AY + Y AT + Bu W + W T Bu Bw (C1 Y + D1u W )T T 0 Bw 0I 0 C1 Y + D1u W 0 0 2 I (11) where Y and W have the values of (7) multiplied by . By applying to this LMI a Schur complement lemma involving its upper left diagonal (2 2 2) block, one can easily see that (4b) is implicitly contained in (11), and thus does not need to be expressed explicitly as an additional

00:8647 00:6503 01:1108 00:1954 00:6058 0:2083 0:1610 00:4933 00:6312 00:5407 01:2862 0:2780 00:7038 00:0779 0:6125 00:8915 0:2514 00:2350 00:0398 00:5470 00:5794 0:4495 01:4089 00:6716
T P + P (A + B K ) P B T 1 1 u 1 w (C1 + D1u K ) TP Bw 1 I 0 0 I (C1 + D1u K ) T AY + Y AT + Bu W + W T Bu Bw (C1 Y + D1u W )T T Bw I 0 0 I C1 Y + D1u W

(A + B u K )

0  0:

(6)

(7)

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LMI. The addition of (4c) completes then the proof and shows also that this result extends to the case of two different controlled outputs z1 and z2 with C1 6= C2 and D1u 6= D2u , for the two norm constraints, both corresponding though to the same input w . For the example AC16 of COMPle ib, augmented as indicated in Section IV, thus having two identical control outputs z2 = z1 , the following results have been obtained:

K= 

0:1812 0:706 3:937 00:9294 01:559 = 12:298 and = 19:97

01:867

03:011

6:437

which compare closely with (8) and (9), in only two iterations. This is due to a better guess of Kini in step 1. VI. CONCLUDING REMARKS In this technical note, we have shown that the path-following method represents a good alternative to solve the problem of mixed H2 =H controller design, without having recourse to a BMI-solver code. The corresponding algorithm has been described in full details, with improvements over the initially proposed version and some bugs corrected. The critical point remains the determination of an initial guess for the controller K and the corresponding Lyapunov matrix P1 , values which inuence the convergence speed of the algorithm to an optimal value. Two possibilities have been described for that initialization, the second one being, however, relevant only for the case where both the H2 - and the H -norm are applied to closed-loop transfer functions from the same exogenous input. Three numerical examples, coming from the original publication and from a well-known library, have shown that the results obtained with that algorithm are comparable to the ones yielded by a direct BMI-solving program. Among the advantages of using a linearization method, such as the path-following method, to solve BMI problems, as compared with a direct BMI solving program, is that the LMI solvers SeDuMi or CVX are available freely, whereas PENBMI is not, except for a limited evaluation period. Furthermore, an open algorithm such as the one presented in this work offers the user the possibility to inuence the convergence towards a solution, as was the case here with the introduction of the parameter  and its self adaptation during the convergence process, and to choose the desired accuracy of the result, at the cost eventually of an increase in computation time. Also, in the case of infeasible problems, it gives a better opportunity to evaluate which of the constraints is the hardest to fulll, and consequently, which of them needs to be relaxed.

[4] S. P. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan, Linear matrix inequalities in systems and control theory, in Studies in Applied Mathematics. Philadelphia, PA: SIAM, 1994, vol. 15. [5] M. Chilali and P. Gahinet, design with pole placement constraints: An LMI approach, IEEE Trans. Autom. Control, vol. 41, no. 3, pp. 358367, Mar. 1996. [6] C. Scherer, P. Gahinet, and M. Chilali, Multiobjective output-feedback control via LMI optimization, IEEE Trans. Autom. Control, vol. 42, no. 7, pp. 896911, Jul. 1997. [7] S. Kanev, C. Scherer, M. Verhaegen, and B. De Schutter, A BMI optimization approach to robust output-feedback control, in Proc. 42nd IEEE Conf. Decision Control, Maui, HI, Dec. 2003, pp. 851856. [8] H. Hindi, B. Hassibi, and S. P. Boyd, Multiobjective -optimal control via nite dimensional Q-parameterization and linear matrix inequalities, in Proc. Amer. Control Conf., 1998, vol. 5, pp. 32443249. [9] L. El Ghaoui and V. Balakrishnan, Synthesis of xed-structure controllers via numerical optimization, in Proc. 33rd IEEE Conf. Decision Control, Lake Buena Vista, FL, 1994, pp. 26782683. [10] J. F. Sturm, Using SeDuMi 1.02: A Matlab toolbox for optimization over symmetric cones, Optim. Methods Software, vol. 1112, pp. 625653, 1999. [11] M. Grant, S. P. Boyd, and Y. Ye, cvx: Matlab software for disciplined convex programming, 2006 [Online]. Available: http://www.stanford. edu/\sim boyd/cvx/ [12] J. Lfberg, YALMIP: A toolbox for modelling and optimization in MATLAB, in Proc. Comput. Aided Control Syst. Design (CACSD) Conf., Taipei, Taiwan, R.O.C., 2004, [CD ROM]. [13] P. Apkarian, D. Noll, and J.-B. T. D. Tuan, A spectral quadratic-SDP and synthesis, Eur. method with applications to xed-order J. Control, vol. 10, no. 6, pp. 527538, 2004. [14] J.-B Thevenet, D. Noll, and P. Apkarian, Non linear spectral SDP method for BMI-constrained problems: Applications to control design, in Informatics in Control, Automation and Robotics. Norwell, MA: Kluwer, 2005. [15] M. Kocvara and M. Stingl, PENNON-a code for convex nonlinear and semidenite programming, Optim. Methods Software, vol. 8, no. 3, pp. 317333, 2003. [16] F. Leibfritz, COMPl ib: Constrained matrix-optimization problem libraryA collection of test examples for nonlinear semidenite programs, control system design and related problems, Dept. Math., Univ. Trier, Trier, Germany, Tech. Rep., 2003. [17] F. Leibfritz and W. Lipinski, Description of the benchmark examples in COMPL ib 1.0, Dept. Math., Univ. Trier, Trier, Germany, Tech. Rep., 2003. [18] M. Kocvara, F. Leibfritz, M. Stingl, and D. Henrion, A nonlinear SDP algorithm for static output feedback problems in COMPleib, in Proc. 16th Int. Fed. Automat. Control (IFAC) World Congr., Prague, Czech Republic, Jul. 2005, [CD ROM].

ACKNOWLEDGMENT The author would like to thank Prof. S. Boyd for his valuable comments and suggestions at the beginning of this work.

REFERENCES
[1] A. Hassibi, J. P. How, and S. P. Boyd, A path-following method for solving BMI problems in control, in Proc. Amer. Control Conf., Evanston, IL, 1999, pp. 13851389. [2] P. P. Khargonekar and M. A. Rotea, Mixed control: A convex optimization approach, IEEE Trans. Autom. Control, vol. 36, no. 7, pp. 824837, Jul. 1991. [3] D. S. Bernstein and W. M. Haddad, LQG control with an performance bound: A Riccati equation approach, IEEE Trans. Autom. Control, vol. 34, no. 3, pp. 293305, Mar. 1989.