Abstract
Output feedback control of performing feedback control directly without using an observer by the output of the system detected by the sensor is proposed. As for the output feedback control proposed until now, output-observation noise is not included although system noise is included in the controlled object. We consider an output feedback control problem which evaluates only the state to a system including system noise and output observation noise. Our goal is an output feedback law that minimizes the state covariance matrix. A necessary and sufficient condition is found for a static output feedback law to be optimal among all the dynamic output feedback laws. The condition is stated in terms of an algebraic Riccati equation, which is same form as that appearing in the Kalman filter.
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