The paper deals with the design of linear time-invariant dynamic compensators of fixed dimensionality (s) which are to be used for the regulation of an n-th order linear time-invariant plant. A modified quadratic cost criterion is employed in which a quadratic penalty on the system state as well as all compensator gains is used; the effects of the initial state are averaged out. The optimal compensator gains are specified by a set of simultaneous non-linear matrix algebraic equations. The numberical solution of these equations would specify the gain-matrices of the dynamic compensator. The proposed method may prove useful in the design of low-order (s) compensators for high-order (n) plants that have few (r) outputs, so that the dimension of the compensator is less than that obtained through the use of the associated Kalman-Bucy filter (n) or Luenberger observer (n-r). (Author)
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