Reliable numerical computation in an optimal output-feedback design

This paper presents a reliable algorithm for the evaluation of a quadratic performance index and its gradients with respect to the controller design parameters. The algorithm is part of a design algorithm for optimal linear dynamic output-feedback controller that minimizes a finite-time quadratic performance index. The numerical scheme is particularly robust when it is applied to the control-law synthesis for systems with densely packed modes and where there is a high likelihood of encountering degeneracies in the closed-loop eigensystem. The algorithm has been included in a control design package for optimal robust low-order controllers. Usefulness of the proposed numerical algorithm has been demonstrated using numerous practical design cases where degeneracies occur frequently in the closed-loop system under an arbitrary controller design initialization and during the numerical search.