Optimal control of linear multivariable systems based on discrete output feedback

The paper describes the application of a discrete multivariable output-prediction equation to the optimal-control problem. The dynamic-programming procedure is used to minimise a cost functional defined in terms of the inputs and outputs of the process. Also, a method is described whereby it is possible to effect stabilised control which is based on minimisation of a single-stage performance criterion. The output-prediction equation is shown to provide an effective basis for the implementation of optimal control.