Summary
It is commonly believed that reduced‐order observers, including reduced‐order Kalman filters, cannot be used in the loop transfer recovery (LTR) design of the plant output side. In contrast to common understanding, we show that, at least for nonminimum‐phase plants, the reduced‐order Kalman filter can be used in the linear‐quadratic‐Gaussian (LQG)/LTR design of the plant output side with clear meaning in systems theory. The key concept is to regard a reduced‐order Kalman filter as a high‐gain full‐order Kalman filter. For the reduced‐order LQG controller, we examine the asymptotic property achieved by applying the recovery procedure used in the full‐order LQG/LTR design. Using the equivalent full‐order Kalman filter, we find that the sensitivity property of the reduced‐order LQG controller is asymptotically equivalent to that of a high‐gain partial output injection system. Motivated by this result, we propose the reduced‐order LQG/LTR procedure taking the high‐gain partial output injection system as a target. Some target properties are discussed to clarify the difference from the full‐order design. A multivariable design example is presented to show that the procedure provides a systematic design of a reduced‐order controller with optimality consideration.