Optimal output feedback by minimizing ||K(F)||2

Consider
LQP
with output feedback
F
, initial condition x
0
, and integral quadratic cost value given by
x'_{0}K(F)x_{0}
. Choice of
F
to minimize
\parallel K(F) \parallel_{2}
instead of the Levine-Athans cost, trace [
K(F)
], is considered. An algorithm is presented.