Abstract
Abstract This paper considers the problem of designing an optimal constant gain output feedback and optimal observers for linear, time-invariant control systems. A general optimization criterion for output feedback control is introduced, which is symmetric with respect to the system input u and the output y . This symmetry can be achieved by introducing measurement disturbances in form of delta-impulses. The first step in developing this procedure is the definition of the criterion in a deterministic form. Furthermore, one defines a corresponding stochastic form, which leads to the same optimal regulator. As an application of the new general feedback problem a design procedure for an optimal observer in analogy to the Kalman filter can be shown. The results of this paper will be illustrated by an example.
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