Frequency-domain approach to state-space LQG self-tuning control

A state-space self-tuning LQG regulator is obtained. The algorithm differs from other state-space approaches since the controller and estimator are found by polynomial equations rather than matrix manipulation. The approach arises naturally from the Wiener theory of control, rather than the steady-state Kalman theory of other work. An example is given of the control of an open-loop, unstable and nonminimum phase system