Optimal Output Feedback for Non-Zero Set Point Regulation: The Discrete-Time Case

摘要

Optimal discrete time static output feedback is considered for a non-zero set point problem with nonzero mean disturbances. The optimal control law consists of a closed loop component for feeding back the measurements and a constant open loop component which accounts for the non-zero set point and non-zero disturbance mean. An additional feature is the presence of state-, control-, and measurement dependent white noise. It is shown that in the absence of multiplicative disturbances, the closed loop controller can be designed independently of the open loop control. Reprints. (jhd)