Restricted-structure LQG optimal control for continuous-time systems

A novel LQG optimal-control problem is developed for continuous-time systems, where the structure of the controller is assumed to be fixed a priori. The controller may be chosen to be of reduced order, lead/lag or PID forms, and the optimal causal controller is required to minimise the usual LQG cost index. The theoretical problem considered is to obtain the causal, stabilising, controller, of a prespecified form, that minimises an LQG criterion. The underlying practical problem of importance is to obtain a simple method of tuning low-order controllers given only an approximate model of the process. The robustness of the solution can be improved by tuning the controller using QFT methods