OPTIMIZATION OF MULTIVARIABLE DISCRETE-SYSTEMS WITH PRESPECIFIED CLOSED-LOOP EIGENVALUES

A recursive method for determining the state weighting matrix of a linear quadratic regulator problem in order to shift the open loop poles to the de sired locations is presented. This method is capable of shifting the real and imaginary parts for discrete systems. An aggregation is used in each step of the recursive process. Therefore, each time, we deal with first or second order models. In this paper, we have combined the well-known aggregation technique and the nonlinear constrained minimization problem and developed a new algorithm for determining the state weighting matrix that shifts the open loop poles of the reduced order system to the desired locations.