Suboptimal digital LQ output feedback control design via LMI relaxations

This paper deals with suboptimal linear quadratic (LQ) output feedback control of linear discrete systems. It is shown that degree of freedoms by instrumental variables employed in this paper leads to much flexibility in obtaining a suboptimal LQ controller. An improved convex optimization method involving linear matrix inequalities (LMIs) is suggested to solve the matrix inequalities characterizing a solution of the suboptimal LQ problem. Of the major interest of this paper is an extension to a class of nonconvex LQ problems of large size arising in decentralized feedback, simultaneous control, periodic feedback control, etc. Illustrative examples demonstrate the validity of the proposed convex approximate approach to optimal LQ output feedback control. Also, it is shown that suboptimal LQ solutions obtained by the proposed method can be used as an initial feasible point of existing iterative LMI algorithms to improve the feasibility of the iterative methods.