Maximal imaginery eigenvalues in optimal systems
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...
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| Format: | Article |
| Language: | English |
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Norwegian Society of Automatic Control
1991-07-01
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| Series: | Modeling, Identification and Control |
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| Online Access: | http://www.mic-journal.no/PDF/1991/MIC-1991-3-5.pdf |
| Summary: | 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. |
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| ISSN: | 0332-7353 1890-1328 |