Computational design of optimal discrete-time output feedback controllers

This paper considers the problem of designing a stabilizing static output feedback controller of linear discrete-time systems that minimizes certain quadratic performance index. A trust-region method is developed to solve an equivalent optimization problem of this optimal control problem. In addition, a first-order method is introduced to compute suboptimal stabilizing output feedback controllers that are used to initiate the trust-region method. Finally some numerical results that illustrate the performance of the proposed methods are given.