Maximal Imaginary Eigenvalues in Optimal Systems
نویسنده
چکیده
In this note we present equations that uniquely determine the maximumpossible imaginaryvalue 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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