General polynomial solution to the optimal feedback/feedforward stochastic tracking problem

A general solution to the optimal stochastic tracking problem in the presence of both measurable and immeasurable disturbances is obtained using polynomial techniques. The plant under consideration includes a coloured measurement noise signal. In addition, all disturbance and reference sub-systems may be unstable. The problem formulation involves a cost-function which has dynamic weighting elements. A feedforward compensator is incorporated in the optimization procedure for the rejection of the measurable disturbance.