Abstract
Standard LQG (linear quadratic Gaussian) theory is generalized to a regulation problem involving specified nonzero setpoints for the state and control variables and nonzero-mean disturbances. For generality, the results are obtained for the problem of fixed-order (i.e. not necessarily full order) dynamic compensation. When the state control, and disturbance offsets are set to zero and the compensator order is set equal to the plant dimension. The standard LQG result is recovered. These results provide the dynamic counterpart for the nonzero set point regulation results obtained by D.S. Bernstein and W.M. Haddad (1987) by means of static controllers. >
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