Optimal control of unstable linear plants with inaccessible states

A theory is presented for the optimal design of linear time-varying systems with a quadratic cost functional when not all the states of the plant are accessible for measurement. The procedure involves choosing a constant set of eigenvalues and ensures closed-loop stability, even when the plant is originally unstable. The performance of the resulting feedback system can be made arbitrarily close to the optimum which results when all states of the plant can be measured.