A computational approach for optimal periodic output feedback control

We discuss the numerical solution of the output feedback optimal periodic control problem by using a gradient search based optimization approach. For the evaluation of the cost function and its gradient explicit expressions are derived which involve the numerical solution of a pair of discrete-time periodic Lyapunov equations. Efficient numerically reliable algorithms based on the periodic Schur decomposition are proposed for the solution of these equations. The proposed algorithms are extensions of the methods proposed for standard systems. An example is given to illustrate the effectiveness of the presented approach.