SELECTION OF WEIGHTING MATRICES FOR THE DESIGN OF LINEAR REGULATOR SYSTEMS
Abstract
The relationship between the weighting matrices and the design objectives for finite-final-time linear regulator systems is considered. An iterative algorithm is presented for selecting a weighting matrix that reduces the absolute difference between the actual and desired values of a vector design measure. The algorithm used the sensitivities of the vector design measure to determine changes for the weighting matrix. These sensitivities are approximated by finite-difference perturbations of the weighting matrix elements. Examples are presented that illustrate the design procedure.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1969
- Accession Number
- AD0706065
Entities
People
- James H. Lindsay Jr.
Organizations
- Naval Postgraduate School