A homotopy algorithm for reduced order compensator design using the optimal projection equations

A deficiency of an LQG (linear quadratic Gaussian) compensator is that its dimension is equal to the dimension of the plant and may thus violate practical implementation constraints. This practical consideration has lead researchers to develop tools for synthesizing or approximating optimal reduced order controllers. The authors consider the synthesis of optimal reduced order controllers using optimal projection equations. A novel homotopy algorithm is proposed and illustrated