Optimal Output Feedback for Nonzero Set Point Regulation

Motivated by the results of Artstein and Leizarowitz ([2]) on steady-state periodic tracking, a continuous-time nonzero set point regulation problem is considered which involves 1) noisy and nonnoisy measurements, 2) weighted and unweighted controls, 3) correlated plant/measurement noise and cross weighting, 4) nonzero-mean disturbances, and 5) state-, control- and measurement-dependent white noise. It is shown that in the absence of multiplicative disturbances the closed-loop control can be designed independently of the open-loop control. Unlike [2], the results are obtained without using the overtaking criterion.