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Polynomial matrix solution of H2 optimal control problem for state-space systems

Grimble, M.J. (2002) Polynomial matrix solution of H2 optimal control problem for state-space systems. Optimal Control Applications and Methods, 23 (2). pp. 59-89. ISSN 0143-2087

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A polynomial matrix solution to the H2 output feedback optimal control problems is obtained for systems represented in state-equation form. The proof does not invoke the separation principle but is obtained in the z-domain. The cost function includes weighted states, which allows the so-called standard system model problem to be solved. This encompasses the class of inferential control problems. The results also enable the two-degree-of-freedom optimal control solution properties to be explored.