A simple algorithm for robust pole assignment in linear output feedback

Duan et al. (1990) have proposed a simple, complete and explicit general parametric solution to the eigenstructure assignment of multivariable linear systems via output feedback. Based on this eigenstructure assignment result, and using the condition number type indexes, a very simple algorithm for eigenvalue assignment with minimum sensitivity for linear systems via output feedback is derived. The algorithm derived includes the closed loop eigenvalues in the optimization parameters, and the step of optimization in the algorithm can be carried out independently; hence the optimality of the optimization problem directly implies the optimality of the solution to the problem. A numerical example shows the effect of the proposed algorithm