Sensitivity design of optimal linear systems

Sarma, V. V. S. ; Deekshatulu, B. L. (1968) Sensitivity design of optimal linear systems International Journal of Control, 8 (6). pp. 653-658. ISSN 0020-7179

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A measure of sensitivity is introduced into the performance index of the optimal linear system. The sensitivity vector is adjoined to the system state vector and the overall system is optimized. A procedure for selecting the weighting matrix elements is given. Finally a design procedure for obtaining approximately optimal feedback controllers with bounds on sensitivity is given. The methods are illustrated with a first-order example.

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