Abstract

This paper investigates the problem of synthesizing the optimal structure of a state-estimate feedback controller with minimum l 2-sensitivity and no overflow. First, the l 2-sensitivity of a closed-loop transfer function with respect to the coefficients of a state-estimate feedback controller is analyzed. Next, two iterative techniques for obtaining the coordinate transformation matrix which constructs the optimal structure of a state-estimate feedback controller are developed so as to minimize an l 2-sensitivity measure subject to l 2-scaling constraints. One technique is based on a Lagrange function, some matrix-theoretic techniques, and an efficient bisection method. Another technique converts the problem into an unconstrained optimization formulation by using linear-algebraic techniques, and optimizes it by applying an efficient quasi-Newton method with closed-form formula for gradient evaluation. A numerical example is also presented to illustrate the utility of the proposed techniques.

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