Invariants of optimal minimal-order observer-based compensators

The relations characterizing the optimal minimal-order observer-based compensators for a linear time-invariant multivariable system in a certain canonical form, with a random initial state (or equivalently, known initial state with white driving noise) have been reported by Miller and independently by others. In this note, we establish in general that the plant transfer function uniquely determines the optimal compensator transfer function, and that this characterizes precisely the degrees of freedom in the compensator design. Any two realizations of the optimal compensator dynamics yield the same performance.