Abstract
This paper presents a now method of optimal digital PID feedback control for a linear multivariate system by using a, parameter optimization technique. The most difficult points for the design of optimal digital PID feedback control system by the modern control theory are : (1) the control structure of it is specified in advance, (2) unless all the state variables are fed back, the optimal control cannot be obtained by dynamic programming or the maximum principle. However, the optimal digital PID feedback gains are determined by using the parameter optimization technique in this paper. When there are some states which are not fed back in the control system, the optimal feedback gains depend on the initial states. First, the optimal solution is presented in the case where all the initial Btates are known. Next, it is extended to the case where the initial states are random variables and their statistical properties are known,
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