This paper presents a unified treatment to the problem of optimal feedback control of discrete-time linear shift-invariant systems using state feedback, output feedback, dynamical output feedback, and observer-controller feedback. A class of generalized optimal feedback controllers is proposed as a basis for obtaining existing results as well as for deriving new results such as the interesting min-max feedback controllers. The essence of the generalized results lies in the minimization of a class of generalized performance measures subject to a flexible controller configuration. The stability aspect of the generalized optimal feedback controlled system is addressed.

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