Optimal linear control systems with incomplete state measurements

Optimal control laws usually require the complete measurement of the plant state. However, in practice one often has available only a small number of measurements. A procedure is developed that leads to a dynamic feedback control law which is a function of any given set of measurements. The resulting closed-loop system is optimal for all initial states of the system in the sense of minimizing a quadratic performance index. The order of the controller depends upon the observability properties of the plant. The development is extended to time-variable problems.