The discrete-time, one-step-ahead, standard four-blocks
H
∞-optimal control problem is considered. The output
feedback problem is transformed into a one-step-ahead
H
∞-optimal state-estimation problem and the existing
solution is used to derive the controller. It is assumed that only
previous measurements are available for control. Two results are
obtained. The first requires
... [Show full abstract] the solutions of two coupled Riccati
equations, where the necessary and sufficient condition for the
existence of the H∞-optimal result requires only the
positive semidefiniteness of these solutions. The second result applies
two decoupled Riccati equations with a coupling constraint, as in the
continuous-time case, and two additional conditions. The derivation
procedure is most simple and may thus provide considerable insight into
the solution of the discrete-time standard problem. A similar procedure
can also be used to obtain a solution to problems where the current
measurement is available