On the determination of the optimal constant output feedback gains for linear multivariable systems

Abstract

The optimal control of linear time-invariant systems with respect to a quadratic performance criterion is discussed. The problem is posed with the additional constraint that the control vector <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u(t)</tex> is a linear time-invariant function of the output vector <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">y(t) (u(t) = -Fy(t))</tex> rather than of the state vector <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">x(t)</tex> . The performance criterion is then averaged, and algebraic necessary conditions for a minimizing <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">F\ast</tex> are found. In addition, an algorithm for computing <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">F\ast</tex> is presented.