A MODIFIED CRITERION FOR OUTPUT-FEEDBACK TRACKING PROBLEMS WITH DETERMINISTIC AND STOCHASTIC SIGNALS

Abstract

A modified criterion for designing a linear time-invariant controller for an output feedback tracking problem is studied. This criterion takes the responses due to stochastic and deterministic signals into account. The advantage of this criterion is in its design potentiality to take care of both performances due to stochastic and deterministic signals in a time-invariant controller. Theoretical properties of this criterion include existence, uniqueness and closed-loop stability of the optimal solution. Moreover, this solution satisfies a separation property and incorporates a required internal model for the tracking requirement.