Optimization of Weighting Matrix selection

상태 비중 행렬의 선택에 대한 최적화

A method optimizing selection of a state weighting matrix is presented. The state weight-ing matrix is chosen so that the closed-loop system responses closely match to the ideal model responses. An algorithm is presented which determines a positive semidefinite state weighting matrix in the linear quadratic optimal control design problem and an numerical example is given to show the effect of the present algorithm.