Polynomial matrix solution of H2 optimal control problem for state‐space systems

A polynomial matrix solution to the H₂ output feedback optimal control problems is obtained for systems represented in state‐equation form. The proof does not invoke the separation principle but is obtained in the z‐domain. The cost function includes weighted states, which allows the so‐called standard system model problem to be solved. This encompasses the class of inferential control problems. The results also enable the two‐degree‐of‐freedom optimal control solution properties to be explored. Copyright © 2002 John Wiley & Sons, Ltd.