Abstract:
A method of choosing weight matrix Q in linear quadratic optimal regulationproblem is given in this paper.By this method the poles of the optimal closed-loop system are lecated in an ideal region.Thus the closed-loop system has both advantages of optimality and pole anagement.The method is based on the existenceness and related properties of the maximum solution matrix of Riccati algebra equation.The mathod given in this paper is characterized by its recursiveness,that is,by the iteratively solving Liapunov matrix equations which can be easily done on a digital computer one can find a nonnegative symmetric matrix Q finally.