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Optimal entire eigenstructure assignment of discrete-time linear systems

Optimal entire eigenstructure assignment of discrete-time linear systems

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An improved method which assigns the closed-loop eigenvalues of a discrete-time linear system in desired preselected stable locations and which simultaneously selects those eigenvectors which satisfy a quadratic cost criterion with suitable weighting matrices is presented. The optimal feedback gain-matrix is determined without solving the algebraic matrix Riccati equation. The proposed explicit solution of the Riccati equation is feasible for both real and complex closed-loop stable eigenvalues.

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