Title :
Optimal discrete systems using time-weighted performance index with prespecified closed-loop eigenvalues
Author :
Kwon, Bong-Hwan ; Youn, Myung-Joong
Author_Institution :
Dept. of Electr. Eng., Pohang Inst. of Sci. & Technol., South Korea
Abstract :
A design problem of optimal regulators for discrete-time linear multi-input systems is investigated for the prespecified closed-loop eigenvalues. Then the design freedom, which remains after the prespecified closed-loop eigenvalues are assigned, is used to minimize a time-weighted performance index. Necessary conditions for the optimality of the controller that satisfies the prespecified closed-loop eigenvalues are derived and an algorithm for computing the optimal constant feedback gain is presented.<>
Keywords :
closed loop systems; discrete time systems; eigenvalues and eigenfunctions; feedback; linear systems; multivariable control systems; optimal systems; performance index; closed-loop eigenvalues; discrete time systems; linear systems; multi-input systems; multivariable control systems; optimal constant feedback gain; optimal regulators; time-weighted performance index; Continuous time systems; Control systems; Design methodology; Eigenvalues and eigenfunctions; Feedback loop; Optimal control; Performance analysis; Regulators; State feedback; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
