A novel LQG optimal-control problem is developed for continuous-time system
s, where the structure of the controller is assumed to be fixed a priori. T
he 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 cos
t index. The theoretical problem considered is to obtain the causal: stabil
ising, controller, of a prespecified form, that minimises an LQG criterion.
The underlying practical problem of importance is to obtain a simple metho
d of tuning low-order controllers given only an approximate model of the pr
ocess. The robustness of the solution can be improved by tuning the control
ler using QFT methods.