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

DOI10.1016/S0016-0032(96)00121-4MaRDI QIDQ1358685zbMATH OpenFDO

Authors Abdul-Razzaq S. Arar, Mahmoud E. Sawan, Abdullah J. Tamraz

Publication date 3 July 1997

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0016-0032(96)00121-4

zbMATH Keywords

L-Q optimal controlLyapunov functionoptimal regulator techniquepole-placementRiccati equation

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Pole and zero placement problems (93B55) Discrete-time control/observation systems (93C55)

Review text

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.

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Cites work

• Derivation of weighting matrices towards satisfying eigenvalue requirements
• Design of optimal control systems with prescribed eigenvalues†
• Linear quadratic regulators with eigenvalue placement in a vertical strip
• Optimal pole shifting for continuous multivariable linear systems
• Optimal pole shifting for discrete multivariable systems
• Optimal pole-placement in discrete systems
• Optimization of linear multivariable systems with prespecified closed-loop eigenvalues
• Optimization of systems with assigned poles
• Pole placement by performance criterion modification
• Regulator design with poles in a specified region
• Relation between pole assignment and LQ regulator

Cited in

(3)

• Relationship between polynomial and state-space solutions of the optimal regulator problem
• Pole Placement Theorem for Discrete Time-Varying Linear Systems
• Relation between pole assignment and LQ regulator

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