Multipurpose controller synthesis in discrete lqg optimal systems

This paper presents a design algorithm to synthesize a discrete-time linear-quadraticgaussian (LQG) optimal controller that simultaneously ensures (i) input-output decoupling; (ii) pole and zero placement; and (iii) robust stability in the presence of plant perturbation. Two weighting matrices Q(Z) and R(Z) of the quadratic cost functional are shaped to synthesize an optimal controller to achieve the stated design goals.