$H_2$ optimal controllers with observer based architecture for continuous-time systems : separation principle

Anton A. Stoorvogel Department of Mathematics and Computing Science Eindhoven Univ. of Technology P.O. Box 513, 5600MB Eindhoven The Netherlands For a general Hz optimal control problem, at first all Hz optimal measurement feedback controllers are characterized and parameterized, and then attention is focused on controllers with observer based architecture. Both full order as well as reduced order observer based Hz optimal controllers are characterized and parameterized. Also, systematic methods ofdesigning them are presented. An important problem that can be coined as an Hz optimal control problem with simultaneous pole placement, is formulated and solved. That is, since in general there exist many Hz optimal measurement feedback controllers, utilizing such flexibility and freedom, we can solve the problem of simultaneously placing the closed-loop poles at desirable locations whenever possible while still preserving Hz optimality. All the design algorithms developed here are easily computer implementable.