AbstractIn this paper, we study the input‐output decoupling of the LQG optimal system. Two frequency dependent weighting matrices,Q(s) andR(s), in the cost functionalJare specified to achieve the desired decoupled design. Furthermore, the pole‐zero placement in the LQG decoupled system is also discussed. The Wiener‐Hopf approach (frequency domain technique) will be applied to solve the above pro
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