Algorithm for computer aided optimal control system design

The paper describes a new algorithm of optimal control system design for a linear, time-invariant, single-input single-output plant. The proposed algorithm has low computational complexity, high stability and possesses the clear physical sense of the existence conditions of the design problem solution. The reference (command) signal and disturbances can include random and regular components. The algorithm is based on the matrix method solution of the polynomial equations. Numerical examples are given.