Optimal Discrete Systems using Time-Weighted Performance Index with Prescribed Closed-Loop Eigenvalues

  • 권봉환 (포항공과대학 전기 전자공학과) ;
  • 윤명중 (한국과학기술원 전기 및 전자공학과)
  • Published : 1987.07.03


An optimization problem minimizing n given time-weighted performance index for discrete-time linear multi-input systems is investigated for the prespecified closed-loop eigenvalues. Necessary conditions for an optimality of the controller that satisfies the specified closed-loop eigenvalues are derived. A computational algorithm solving the optimal constant feedback gain is presented and a numerical example is given to show the effect of a time-weighted performance index on the transient responses.