A class of output feedback controllers and min-max design

The problem of optimal output feedback is investigated for linear constant multivariable systems with quadratic performance measures which depend on the unknown initial state. A generalized class of performance measures including worst case and uniformly distributed initial states is defined, so that the effect of the initial states can be varied by specifying a single parameter. Expressions are given for the gradient of the cost to facilitate the calculation of sensitivities and the optimal feedback matrix.