LQP: Dominant output feedbacks

J.C. Allwright · IEEE Transactions on Automatic Control · 1982

An output feedback matrixFwill be said to dominate another,\bar{F}, if the cost forFis not higher for any initial condition than the cost for\bar{F}and if the cost is lower for some (perhaps all) initial conditions. The output feedback obtained by, for example, the Levine-Athans approach does not necessarily dominate the open-loop feedback\bar{F} = 0, which could be unfortunate. Algorithms are given for finding feedbacks which dominate any given stabilizing feedback.

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