Optimal linear regulators with incomplete state feedback

Abstract

An optimal linear regulator calls for feedback of all the state variables in the plant. If the plant state is not completely known (i.e., if some of the plant state variables are not available for measurement and feedback), the optimal control law obtained from the available state variables should minimize the maximum (with respect to all initial states of the plant) deviation (increase) in the value of the performance index. Necessary and sufficient conditions for such a control law to be optimal are derived and design procedure is developed to compute such optimal control laws.