The LQG optimal regulation problem for systems with perfect measurements: explicit solution, properties, and application to practical designs

The continuous-time stationary linear-quadratic-Gaussian (LQG) optimal regulation problem is considered where the measurements are free of white noise components. A simple direct solution in the s-domain is derived for the optimal controller for general linear, time-variant right-invertible or left-invertible systems. The explicit expressions that are found for the controller transference and for the regulator return-ratio matrix can be used to obtain a practical suboptimal design in the s-domain. These expressions are applied to derive simple conditions for the precise recovery of the return-ratio matrix of the LQG regulator.<
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