“Maximal imaginery eigenvalues in optimal systems”

Authors: David Di Ruscio,
Affiliation: NTNU, Department of Engineering Cybernetics
Reference: 1991, Vol 12, No 3, pp. 149-158.

Keywords: Linear optimal control, pole placement, eigenvalues, multivariable control systems, control system design

Abstract: In this note we present equations that uniquely determine the maximum possible imaginary value of the closed loop eigenvalues in an LQ-optimal system, irrespective of how the state weight matrix is chosen, provided a real symmetric solution of the algebraic Riccati equation exists. In addition, the corresponding state weight matrix and the solution to the algebraic Riccati equation are derived for a class of linear systems. A fundamental lemma for the existence of a real symmetric solution to the algebraic Riccati equation is derived for this class of linear systems.

PDF PDF (1072 Kb)        DOI: 10.4173/mic.1991.3.5

DOI forward links to this article:
[1] D. Di Ruscio (1991), doi:10.1109/CDC.1991.261580
[2] D. Di Ruscio (1992), doi:10.1109/CDC.1992.371469
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  title={{Maximal imaginery eigenvalues in optimal systems}},
  author={Di Ruscio, David},
  journal={Modeling, Identification and Control},
  publisher={Norwegian Society of Automatic Control}