On the Optimal Controller for LTV Measurement Feedback Control Problem

In this paper,we consider the measurement feedback control problem for discrete linear time-varying systems within the framework of nest algebra consisting of causal and bounded linear operators.Based on the inner-outer factorization of operators,we reduce the control problem to a distance from a certain operator to a special subspace of a nest algebra and show the existence of the optimal LTV controller in two different ways:one via the characteristic of the subspace in question directly,the other via the duality theory.The latter also gives a new formula for computing the optimal cost.