H2 optimal controllers with measurement feedback for continuous-time systems: flexibility in closed-loop pole placement

For a general H/sub 2/ optimal control problem, at first all H/sub 2/ optimal measurement feedback controllers are characterized and parameterized, and then attention is focused on controllers with observer based architecture. An important problem that can be coined as an H/sub 2/ optimal control problem with simultaneous pole placement, is formulated and solved. That is, since in general there exist many H/sub 2/ optimal measurement feedback controllers, utilizing such flexibility and freedom, we can solve the problem of simultaneously placing the closed-loop poles at desirable locations whenever possible while still preserving H/sub 2/ optimality. We discuss here only full order observer based controllers. The discussion of reduced order observer based controllers follows along the same lines.