Design of an H(infinity) optimal controller by using DGKF's state-space formulas

The two-Riccati-equation method was employed to design an H(infinity) optimal controller for a four-block problem. An iterative scheme was used to reduce gamma to a number which is very close to the optimum. However, as gamma is close to the optimum, the elements of the state-space realization of the controller will approach infinity. It is demonstrated that the numerical difficulty is caused by the restriction of the controller being strictly proper. This difficulty can easily be removed if one is allowed to have a proper controller with a direct feed-through term.