OPTIMAL DYNAMIC OUTPUT-FEEDBACK FOR NONZERO SET-POINT REGULATION - THE DISCRETE-TIME CASE

Standard discrete-time LQG theory is generalized to a regulation probl em involving a priori specified nonzero set points for the state and c ontrol variables and nonzero-mean disturbances. The optimal control la w consists of a closed-loop component feeding back measurements and a constant open-loop component which accounts for the nonzero set point and the nonzero mean disturbance. For generality, the results are obta ined for the problem of fixed-order (i.e., full- and reduced-order) dy namic compensation. It is shown that the closed-loop controller can be designed independently of the open-loop control.