OPTIMAL LQ REGULATOR WITH H_∞ PERFORMANCE BOUND AND PRESCRIBED EIGENVALUES

摘要

In this paper, the optimal eigenvalue placement of multi-variable LTI systems with respect to a multi-objective performance index is considered. The multi-objective index is formed by a convex combination of an LQR index and an entropy functional of the closed-loop transfer matrix. Then, by using the Lagrange multiplier technique, a new concise set of optimality conditions is derived. In addition, an optimal controller, based on the set of optimality conditions, is presented, and a numerical example is worked out as an illustration of the proposed approach.