On successive pole assignment by linear-quadratic optimal feedbacks

On Successive Pole Assignment by Linear-Quadratic Optimal Feedbacks

This paper studies a method of shifting poles of linear constant systems via LQ optimal feedback. By making use of a solution to the so-called inverse regulator problem, this method enables us to shift poles successively by pairs while maintaining the well-known advantages of LQ regulators. Polynomial fractional representation is effectively used both to characterize the maximal pole-assignable...

On the Convergence of Successive Linear-Quadratic Programming Algorithms

The global convergence properties of a class of penalty methods for nonlinear programming are analyzed. These methods include successive linear programming approaches, and more specifically, the successive linear-quadratic programming approach presented by Byrd, Gould, Nocedal and Waltz (Math. Programming 100(1):27–48, 2004). Every iteration requires the solution of two trust-region subproblems...

Optimal Linear Quadratic Control

Linear Quadratic Optimal Control

In previous lectures, we discussed the design of state feedback controllers using using eigenvalue (pole) placement algorithms. For single input systems, given a set of desired eigenvalues, the feedback gain to achieve this is unique (as long as the system is controllable). For multi-input systems, the feedback gain is not unique, so there is additional design freedom. How does one utilize this...

Pole Assignment Of Linear Discrete-Time Periodic Systems In Specified Discs Through State Feedback

The problem of pole assignment, also known as an eigenvalue assignment, in linear discrete-time periodic systems in discs was solved by a novel method which employs elementary similarity operations. The former methods tried to assign the points inside the unit circle while preserving the stability of the discrete time periodic system. Nevertheless, now we can obtain the location of eigenvalues ...