H2-optimal control of systems with multiple i/o delays: Time domain approach

In this paper the H2-optimal control problem of systems with multiple i/o delays is presented. The problem is first converted to an equivalent H2 regulator problem with multiple delays. The idea is to view the regulator problem in time-domain as a linear quadratic regulator problem with multiple input delays. It is shown that the rational part of the optimal controller has the same dimension as the plant and the non-rational part may be chosen to have finite impulse response. Furthermore, the regulator problem solution is also used to solve the H2 filtering problem with multiple measurement delays.