Necessary and sufficient conditions under which a discrete time H/sub 2/-optimal control problem has a unique solution

A set of necessary and sufficient conditions under which a general discrete time H/sub 2/-optimal control problem has a unique solution is derived. It is shown that the solution for a discrete time H/sub 2/-optimal control problem, if it exists, is unique if and only if: (i) the transfer function from the control input to the controlled output is left invertible, and (ii) the transfer function from the disturbance to the measurement output is right invertible.<
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