H(infinity) and H2 optimal controllers for periodic and multi-rate systems

The solutions to the optimal l2 to l2 disturbance rejection problem H(infinity) as well as to the LQG (linear quadratic Gaussian) H2 problem in periodic systems using the lifting technique are presented. Both problems involve a causality condition on the optimal LTI (linear time invariant) compensator when viewed in the lifted domain. The H(infinity) problem is solved using the Nehari's theorem, whereas in the H2 problem the solution is obtained using the projection theorem in Hilbert spaces. The authors demonstrate that exactly the same method of solution to the H(infinity) and H2 problems in periodic systems applies when considering the same problems in multirate sampled data systems.