On the optimal minimum order observer-based compensator and the limited state variable feedback controller

Four design problems are considered: two on the optimal minimum order observer-based compensator design and two on the optimal limited state variable feedback controller. The problem of designing an optimal discrete time linear time-invariant observer-based compensator for the regulation of an n dimensional linear discrete time time-invariant plant with m independent outputs is considered. This is a stochastic design problem to the extent that the initial plant state is assumed to be a random vector with known first and second order statistics. The compensator parameters are obtained by minimizing the expectation, with respect to the initial conditions, of the standard cost, quadratic in the state and control vectors with the inclusion of cross terms.