Relation between pole-placement and linear quadratic regulator for discrete-time systems (Q1358685)

The relation between the pole-placement technique and the optimal regulator technique for controllable discrete-time linear systems is presented. It is shown that 1) the set of all matrices that satisfy the Lyapunov equation of the asymptotically stable system constructed by the use of the pole-placement technique contains the set of all matrices that satisfy the Riccati equation of the asymptotically stable system by the use of the optimal regulator technique, 2) when an asymptotically stable closed-loop system constructed by using the pole-placement technique has a Lyapunov function, then an asymptotically stable closed-loop system that has the same Lyapunov function by using the optimal regulator technique can be also designed. The considerations are illustrated by a numerical example.