Sensitivity-reduced optimal discrete linear regulator with prescribed closed-loop eigenvalues

Abstract

A method is proposed for the design of constant-gain optimal feedback control laws for discrete-time systems, which reduce trajectory sensitivity to small system parameter variations and ensure the closed-loop eigenvalues at the prescribed locations. The selected performance index is of standard linear regulator type, modified to include a quadratic sensitivity term. An efficient computational procedure, based on direct cost optimisation and using a gradient-type algorithm, is also reported. A case study of a boiling-water reactor power plant has been presented to illustrate the application of the design procedure.