Design of steady-state minimum variance controllers

Abstract

A new technique to design optimal controllers is presented for plants described by rational transfer functions and additive disturbances with rational spectral densities. The objective is to minimize a weighted sum of the plant input and output steady-state variances subject to asymptotic stability of the closed-loop system. The technique is based on polynomial algebra. In fact, the design procedure is reduced to solving two linear polynomial equations whose unique solution directly yields the optimal controller transfer function as well as the minimized cost. This approach is simple, computationally attractive, and can handle unstable and/or nonminimum-phase plants with improper transfer functions. An integral part of the paper are effective computational algorithms, which include the spectral factorization, the solution of polynomial equations, and the evaluation of minimum cost.