Optimal discrete systems using time-weighted performance index with prespecified closed-loop eigenvalues

A design problem of optimal regulators for discrete-time linear multi-input systems is investigated for the prespecified closed-loop eigenvalues. Then the design freedom, which remains after the prespecified closed-loop eigenvalues are assigned, is used to minimize a time-weighted performance index. Necessary conditions for the optimality of the controller that satisfies the prespecified closed-loop eigenvalues are derived and an algorithm for computing the optimal constant feedback gain is presented.<
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