Full and reduced order observer based controller design for H2-optimization

The most general H2 control problem is considered. The authors derive necessary and sufficient conditions when the infimum is attained by state feedback. They do the same for the measurement feedback case where necessary and sufficient conditions are derived when the infimum is attained by proper dynamic compensator. Reduced-order compensators are investigated if some states are observable without noise. For all of these cases the freedom that the non-uniqueness of optimal compensators gives in assigning the closed-loop eigenvalues is discussed. The case when the infimum cannot be attained is investigated. A constructive algorithm is presented to find a minimizing sequence of stabilizing controllers and the freedom in the asymptotic locations of the closed-loop eigenvalues is discussed. This procedure is repeated for three different cases: static state feedback, full-order measurement feedback, and reduced-order measurement feedback.