Separation principle for multivariable control: A continuous-time polynomial systems approach

The separation principle for state-equation based stochastic optimal contro llers is well known and provides engineering insights and a useful mechanis m for implementation. A new equivalent result is established for output fee dback, continuous-time, systems represented in the frequency-domain by tran sfer-function or polynomial matrices. The LQG or H-2 optimal controller can be realised using an observer-based structure estimating pseudo-state vari ables that are fed back through a dynamic gain control block. There are nor mally fewer pseudo-states than the total order of the system. Unlike the st ate-space results, there are two separation principle results that are esta blished, depending on the order in which the dual control and estimation pr oblems are solved.