Eigenvector selection in the linear regulator problem: Combining modal and optimal control

An algorithm is given-for computing a feedback matrix which assigns closed loop eigenvalues and gives relatively low closed loop eigenvalue sensitivity and/or relative low average cost ∞0∫ x'Qx + u'Ru. The algorithm, based on a recent characterization of all possible sets of closed loop eigenvectors corresponding to the set of closed loop eigenvalues, is considerably more efficient than those which use a direct search on the elements of the feedback matrix.