Abstract
Linear-quadratic-Gaussian (LQG) control theory states that the optimal compensator for a linear plant with white, Gaussian process and sensor noise and with suitable stabilizability and detectability assumptions is given by an observer-based compensator. The observerbased structure of the compensator reflects the separation principle, wherein an optimal state estimate is fed back by an optimal static full-state-feedback control law and where the observer and regulator gains are determined independently [1]-[3]. This result implies that every full-order dynamic compensator that is not observer based must be suboptimal in the sense of LQG control.
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