DESIGN OF OPTIMAL-CONTROL SYSTEMS WITH EIGENVALUE PLACEMENT IN A SPECIFIED REGION

A recursive method for determining the state weighting matrix of a lin ear quadratic regulator problem in order to shift the open-loop poles inside a vertical strip is presented. This method is capable of shifti ng both real and imaginary parts for continuous time systems. Aggregat ion is used in each step of the recursive process. Therefore each time the order of the system is reduced to first- or second-order. In this paper we combine the well-known aggregation technique and the non-lin ear constrained minimization problem and develop a new algorithm for d etermining the state weighting matrix which shifts the open-loop poles inside the desired vertical strip.