Discrete-time LTR design of optimal output disturbance cancellation controllers using filtering-type Kalman filters

This paper considers a discrete-time version of the loop transfer recovery (LTR) design of the optimal output disturbance cancellation controllers proposed by the authors for continuous-time case. It is assumed that the disturbances are step functions which are estimated by a filtering-type Kalman filter jointly with the plant state variables. The separation principle is used to construct the optimal disturbance cancellation controller minimizing a quadratic performance index explicitly including the disturbances. The estimation error dynamics of the Kalman filter is chosen as a target of the LTR design. It is shown that the target feedback property can be recovered in the output feedback controller using a weighting coefficient of the performance index provided the plant is minimum phase.