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We derive a semidefinite relaxation for a minimax problem with two players: a quadratically bounded disturbance signal and a quadratically constrained control signal, with quadratic constraints on the state and a quadratic cost function. The constraints on the state result in mixed constraints on the disturbance and control signals. We use the S-Procedure to relax the constraints on the disturbance...
A novel approach to the design of model predictive control is proposed, using mixed H2/Hinfin design method for time invariant discrete-time linear systems. The controller has the form of state feedback, satisfies quadratic input and state constraints and is constructed from the solution of a set of feasibility linear matrix inequalities. The control law takes account of disturbances naturally....
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