Poles-zeros placement and decoupling in dicrete LQG systems

A design algorithm is introduced to synthesise a discrete time LQG optimal controller subject to design constraints requiring (i) complete and arbitrary stable poles placement, (ii) some zeros assignment, and (iii) input-output decoupling. The zeros placement is partially used to deal with the deterministic reference tracking and disturbances rejection problems. In the paper, the Wiener-Hopf technique is employed and two weighting matrices are shaped by the inverse optimal control method, so that the controller is optimal with respect to the chosen weighting matrices and achieves the above three goals simultaneously.