OPTIMIZATION DESIGN OF LINEAR OPTIMAL CONTROL SYSTEM:FULL-MATRIX OPTIMIZATION METHOD FOR WEIGHTING MATRICES

By well combining linear optimal control theory,sensitivity analysis theory and optimization technique,thispaper proposes a systematic optimization method for selecting weighting matrices.Under the conditions of given expected dominant eigenvalue position in complex plane,feedback gain limit,optimizing step length and so on theproposed method can seek the weighting matrix automatically.Practical examples show that the proposed methodcan get satisfactory weighting matrices easily and quickly.