Construction and Parameterization of all Static and Dynamic H2-Optimal State Feedback Solutions, Optimal Fixed Modes, and Fixed Decoupling Zeros

This paper considers an H2 optimization problem via state feedback. The class of problems dealt with here are general singular type which have a left invertible transfer matrix function from the control input to the controlled output. This class subsumes the regular H2 optimization problems. The paper constructs and parameterizes all the static and dynamic H2 optimal state feedback solutions. Moreover, all the eigenvalues of an optimal closed-loop system are characterized. All optimal closed-loop systems share a set of eigenvalues which are termed here as the optimal fixed modes. Every H2 optimal controller must assign among the closed-loop eigenvalues the set of optimal fixed modes. This set of optimal fixed modes includes a set of optimal fixed decoupling zeros which shows the minimum absolutely necessary number and locations of pole-zero cancellations present in any H2 optimal design. It is shown that both the sets of optimal fixed modes and optimal fixed decoupling zeros do not vary depending upon whether the static or the dynamic controllers are used.