We then consider the general *H**¥** *control problem. We indicate how various
assumptions can be relaxed to accommodate other more complicated problems,
such as singular control problems. We also consider the integral control in the *H**2** *and *H**¥* theory and show how the general *H**¥** *solution can be used to solve the *H**¥* filtering problem.

Chapter 14
: Contd.