The Optimal Projection Equations for Nonstrictly Proper Fixed-Order Dynamic Compensation

Oblique projections have been shown to arise naturally in both static and dynamic optimal design problems. For static controllers an oblique projection was inherent in the early work of Levine and Athans, while for dynamic controllers an oblique projection was developed by Hyland and Bernstein. This note is motivated by the following natural question: What is the relationship between the oblique projection arising in optimal static output feedback and the oblique projection arising in optimal fixed-order dynamic compensation? We show that in nonstrictly proper optimal output feedback there are, indeed, three distinct oblique projections corresponding to singular measurement noise, singular control weighting and reduced compensator order. Moreover, we unify the Levine-Athans and Hyland-Bernstein approaches by rederiving the optimal projection equations for combined static/dynamic (nonstrictly proper) output feedback in a form which clearly illustrates the role of the three projections in characterizing the optimal feedback gains. Even when the dynamic component of the nonstrictly proper controller is of full order, the controller is characterized by four matrix equations which generalize the standard LQG result.