Abstract
This paper is concerned with the H2 optimal tracking problem under a control input penalty. Analytical closed-form expressions are derived for the best performance levels for the cases of single-input-multiple-output LTI continuous-time systems and single-input-single-output sampled-time systems, which extend previous results. Moreover a numerical algorithm is developed which, given a continuous-time plant, computes the best performance level in a manner that guarantees accuracy. The obtained results are demonstrated on some numerical examples