The unified optimal projection equations for simultaneous reduced-order, robust modeling, estimation and control

An optimal design problem which unifies the reduced-order modeling, estimation and control problems is stated. Necessary conditions for optimality are obtained in the form of a coupled system of modified Riccati and Lyapunov equations. The results permit treatment of several new problems, such as reduced-order dynamic compensation with partially known disturbances and unified reduced-order control and estimation. Upon appropriate specialization, results obtained previously for the individual problems of reduced-order modeling, estimation and control are recovered. An additional feature is the inclusion of parameter uncertainty bounds so that the necessary conditions for an auxiliary minimization problem serve as sufficient conditions for simultaneous robust, reduced-order modeling, estimation and control.