A direct approach to the design of asymptotically optimal control lers†

Many optimal control solutions require a complete set of measurements of current state variables, which may not be fully available. It is reasonable to ask whether compensators cannot be designed in such a way that the desirable qualities of the optimal control are reproduced. One method of constructing a compensator that generates an asymptotically optimal control is to generate an estimate of the complete set of state variables by an auxiliary dynamic system, such as an observer or a Kalman filter. It can be shown, however, that a simpler design is often possible by employing the fact that usually a linear combination of the set of state variables is all that is required to reconstruct the optimal control. A simple direct method of determining such a controller is presented in this paper,