A simple pole-shifting gain matrix $K$ which avoids solving Lyapunov equations
Optimization and Control
2024-02-19 v1
Abstract
It is well known that if and form a controllable pair (in the sense that the Kalman matrix has full rank) then, there exists such that the matrix has only eigenvalues with negative real parts. The matrix is not unique, and is usually defined by a solution of a Lyapunov equation, which, in case of large , is not easily manageable from the computational point of view. In this work, we show that, for general matrices and , if they satisfy the controllability Kalman rank condition, then ensures that the matrix has all the eigenvalues with the real part less than . Here, are positive numbers, large enough such that is invertible, for each .
Keywords
Cite
@article{arxiv.2402.10489,
title = {A simple pole-shifting gain matrix $K$ which avoids solving Lyapunov equations},
author = {Ionut Munteanu},
journal= {arXiv preprint arXiv:2402.10489},
year = {2024}
}