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New results to the inverse optimal control problem for discrete-time linear systems

Iracleous D. P., Alexandridis A. T.

Applied Mathematics and Computer Science

1998

Vol. 8, no 3

517-528

The inverse optimal control problem, i.e. the problem of the optimal eigenvalue assignment for multi-input linear discrete-time systems, is considered. New necessary and sufficient conditions are proposed which lead to new simple optimal design methods. In particular, for an n-th order system with m inputs the proposed method assigns n - m dominant eigenvalues to any preselected positions while the remaining m eigenvalues are accommodated to ensure stability and to satisfy optimal criteria.