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On the Structure of the Matrix Riccati Equation and the Associated LQR.
註釋This paper addresses the problem of selecting weighting matrices for an optimal linear quadratic regulator (LQR) such that the closed loop eigenspectrum are assigned to desired locations. The approach presented is a recursive one where at each stage of the recursive procedure the dynamic system is aggregated to a second or first order system depending on whether a complex conjugate pair or a real pole is being placed. The approach is capable of assigning all or a subset of the poles without altering the remaining open loop poles. In addition, the optimal controller is capable of placing a complex conjugate pair at a new complex conjugate location, or at two distinct real locations. The algorithm is computationally attractive since low order matrix calculations are required throughout.