© The Institution of Electrical Engineers
Quadratic performance criteria for discrete control systems can be determined either from the time response or by the complex-convolution theorem; both methods being lengthy or limited in their use. By means of Lyapunov's well known matrix equation, a new general method is introduced for the direct definition and evaluation of performance criteria from the system parameters. This method lends itself to a simple digital-computer program.
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http://iet.metastore.ingenta.com/content/journals/10.1049/piee.1966.0329
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