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International Journal of Control

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Linear quadratic output tracking and disturbance rejection

Masoud Karimi-Ghartemani , S. Ali Khajehoddin , Praveen Jain & Alireza Bakhshai
a a a a a

Department of Electrical and Computer Engineering, Queen's University, Kingston, ON K7L 3N6, Canada Version of record first published: 11 Aug 2011

To cite this article: Masoud Karimi-Ghartemani, S. Ali Khajehoddin, Praveen Jain & Alireza Bakhshai (2011): Linear quadratic output tracking and disturbance rejection, International Journal of Control, 84:8, 1442-1449 To link to this article: http://dx.doi.org/10.1080/00207179.2011.605908

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International Journal of Control Vol. 84, No. 8, August 2011, 14421449

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Linear quadratic output tracking and disturbance rejection

Masoud Karimi-Ghartemani*, S. Ali Khajehoddin, Praveen Jain and Alireza Bakhshai
Department of Electrical and Computer Engineering, Queens University, Kingston, ON K7L 3N6, Canada (Received 28 February 2011; final version received 13 July 2011) This article introduces the problem of linear quadratic tracking (LQT) where the objective is to design a closed-loop control scheme such that the output signal of the system optimally tracks a given reference signal and rejects a given disturbance. Different performance indices that have been used to address the tracking problem are discussed and an appropriate new form is introduced. It is shown that a solution to the proposed optimality index exists under very mild conditions of stabilisability and detectability of the plant state-space equations. The solution is formulated based on converting the LQT problem to a standard linear quadratic regulation problem. The method is applied to two examples, a first-order plant and a third-order plant, and their simulation results are presented and discussed. Keywords: LQR; linear quadratic output tracking; linear quadratic disturbance rejection; optimal tracking

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1. Introduction Linear quadratic regulation (LQR) is a well-known and highly useful concept in optimal control theory. For the linear system with the state-space equation _ Ax Bu, the LQR offers the feedback gains K in x the control law of u Kx R,1which minimises the quadratic functional Ju 0 xT Qx uT Rudt: In the above, x is the systems state vector, u is the control, T stands for vector transposition, Q is a positive semi-definite matrix and R is a positive definite matrix. The solution is K R1BTF where F is obtained from the algebraic Riccati equation (ARE) ATF FA Q FBR1BTF 0. The solution to finitetime LQR is also available (Anderson and Moore 1989) and is obtained from a differential Riccati equation (DRE). The LQR design offers good gain margin and phase margin, and good tolerance of nonlinearities, when the plant states are measurable (Anderson and Moore 1989). Such robustness properties can be frequently achieved even when state estimation is required (Anderson and Moore 1989). The LQR design provides high robustness with respect to system parameters uncertainties which translate into 60 of phase margin and infinite gain margin (Safonov and Athans 1977). There is a close relationship between robust and LQR designs (Lin 2000, 2007; Tan, Shu, and Lin 2009). Existence of the LQR solution and asymptotic stability of the closed-loop system are ensured under very mild conditions of (i) (A, B) being stabilisable and
*Corresponding author. Email: karimig@queensu.ca
ISSN 00207179 print/ISSN 13665820 online 2011 Taylor & Francis DOI: 10.1080/00207179.2011.605908 http://www.informaworld.com

(ii) (C, A) being detectable where Q CTC (Kalman 1960; Anderson and Moore 1989, p. 48). These two are indeed sufficient and necessary conditions. Closely related to the regulation problem is the concept of tracking problem where it is desired that the output signal of the closed-loop system y track a desired reference r. The optimal tracking index is not, however, straightforward to define because direct extensions of the LQR index will either become unbounded or suffer from nonexistence of a stabilising solution. In this article, we select a closed-loop structure based on the internal model (IM) principle in order to ensure that the actual value of the reference is achieved in the steady state and the disturbance is completely rejected. We then introduce a function in the form of Z1 qe2 v2 dt, 1 J
0

where e r y is the tracking error, q is a positive scalar and v is a transformed input. The transformed input is appropriately defined to reflect the transient behaviours of the control signal and to approach zero as time tends to infinity. It will then be proved that a solution to the above problem exists under mild conditions of stabilisability and detectability of the plant. Such a solution is formulated using the LQR technique. This article is organised as follows. A review of existing treatments of the LQT problem is presented in Section 2, and the problem is formulated in Section 3.

International Journal of Control

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Figure 1. The optimal tracking problem addressed in Anderson and Moore (1989).

The proposed method is described in Section 4, and numerical examples are presented in Section 5.

2. Literature review An index for finite-time optimal tracking is RT Ju 0 f y rT Q1 y r uT Rudt where Tf is the final time (Anderson and Moore 1989). It can be RT ~ T Q2 x x ~ transformed into Ju 0 f x x T T T ~ Lr, L C CC 1 . Assuming u Rudt where x _ r Ar xr , that the reference is generated by x ~ Lr LCr xr and the problem can r Cr xr , then x be converted to a finitetime regulation problem by T defining the augmented state vector z xT , xT r . The solution is expressed as u Kx Krxr, as shown in Figure 1, where K and Kr are obtained from DREs (Anderson and Moore 1989, p. 73), and an estimator is required to estimate the reference state variables from the reference output signal. This formulation cannot be extended to infinite-time because the index itself becomes infinite, and even if some solution is obtained for large Tf, the label optimal is a misnomer (Anderson and Moore 1989, p. 85). One way to overcome the unboundedness of the above performance index for infinite time is the concept of overtaking criterion (Gale 1967; Artestein and Leizarowits 1985). Based on this concept, the control obtained for large time intervals overtakes that obtained for small time intervals. It is shown in Artestein and Leizarowits (1985) and Bernstein and Haddad (1987) that the same structure of Figure 1 is optimal in the overtaking sense. Moreover, the gain vectors Kp and Kr are obtained as Kp R1BTF and Kr R1BT(A BR1BTF )TQ where F is the solution of the ARE. In other words, the overtaking method states that the optimal gains for the infinite-time case can be obtained from the ARE associated with the DRE of finite-time solution. A solution to the infinite time interval LQ problem with constant state tracking is presented in Willems and Mareels (2004). In Willems and Mareels (2004), the problem is resolved into two subproblems that address steady-state and transient stages separately. The steadystate solution (, u) is obtained by minimising TQ uTRu where  x xd and xd is the desired state. This steady-state to refine the cost R 1 solution is usedT Q uT function to  0 T Q uT Ru  Ru dt

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that is a well-defined function. The complete solution to minimise this cost function is formulated in Willems and Mareels (2004). The following statements where some of them reflect serious drawbacks, apply to the methods discussed above: (i) the reference state trajectory xr must be available (or estimated), while in practice only the output trajectory may be known; (ii) the dependence of feed-forward term (Kr in Figure 1) on the plant parameters can cause robustness problems; (iii) the closed-loop system does not offer disturbance rejection and (iv) the reference trajectory may or may not be achieved in the steady state. It is often required in practice that a reference signal is exactly achieved in the steady state by the output (not the states), and that robust properties including disturbance rejection are obtained, and that these robust properties are obtained in an optimal way. An IM controller is used in Krikelis and Papadopoulos (1982) to ensure zero steady-state error and uses R1 the functional Ju 0 x xss T Q2 x xss u uss 2 dt, where the subscript ss refers to steady state. It shows that the controller gains can be obtained from an ARE. No discussion is presented regarding conditions for the existence of a stabilising solution. We will show in this article that this cost function is not a desirable function; a fact that is also confirmed in Willems and Mareels (2004).

3. Problem formulation Consider a linear single-input single-output (SISO) system with the representation _ p Ap xp Bp u Bpd d, x y Cp xp 2

where the over-dot shows time-derivative, the index p is used to denote the plant, xp is the n-dimensional state vector, u is a one-dimensional control and d is the disturbance signal. Matrix Ap is n n, and Bp and Bpd are n 1 and Cp is 1 n dimensional vectors. The objective is to design a closed-loop controller such that: (i) the reference signal r is exactly achieved by the output in the steady state; (ii) the disturbance signal is perfectly rejected from the output in the steady state; and (iii) the performance index (1) is minimised. In (1), e(t) r(t) y(t) is the tracking error, q is a positive scalar, and v is a pseudo-input properly defined to convey transient properties of u without causing the cost index to become unlimited. Rigorous definition of v is given below. The index (1) combines optimal tracking of the command signal r by the output y and optimal rejection of the disturbance d from the output y, and avoids excessive energy consumption at v.

1444

M. Karimi-Ghartemani et al. Assuming that the SFC and the OFC gain vectors are Kp and Kc, the control law will be   x u Kp xp Kc xc Kp , Kc p Kx 8 xc

Figure 2. The proposed closed-loop structure.

where K is the overall controller gain vector. Theorem 1: The pair (A, B) is stabilisable.

We assume that r and d are generated from finite-dimensional linear models given by _ r Ar xr , x _ d Ad xd , x xr 0 xr0 , r Cr xr , xd 0 xd0 , d Cd xd : 3

Assumption I: The state-space representation of (2) is stabilisable and detectable.

Proof of Theorem 1: It is sufficient to prove that the following matrix is full rank for all  2 C (where C is the closed right half of the complex plane.)   I Ap 0 Bp I A, B : 9 Bc Cp I Ac 0 Based on Assumption I, the matrix (I Ap, Bp) has full rank for all  2 C. This fact together with the specific block structure of matrix (9) means that (I A, B) has full rank for all  2 Cexcept possibly for eigenvalues of Ac. Now, assume that for a  2 Cbelonging to the set of eigenvalues of Ac, the matrix (I A, B) is not full rank. This implies that there exists a non-zero vector v such that T vT(I A, B) 0. Partitioning v into vT vT 1 , v2 , we obtain
T vT 1 I Ap v2 Bc Cp 0, T T v1 Bp 0, v2 I Ac 0:

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4. Proposed method 4.1 Proposed closed-loop structure The proposed closed-loop structure is shown in Figure 2. It consists of a state-feedback controller (SFC) plus an output feedback controller (OFC). Structure of the OFC is specified based on the IM principle to ensure that the reference signal r is tracked and the disturbance d is rejected (Francis and Wonham 1976). Assume that the OFC representation is _ c Ac xc Bc e, x 4

10

Now, we consider the proof in the two following cases. . Case 1:  is not an eigenvalue of Ap. Then the first equation in (10) results in vT 1 1 T v2 Bc Cp I Ap . Substituting this into the second equation of (10) results in 1 vT 2 Bc Cp I Ap Bp 0. Now, based on Assumption III, Cp(I Ap)1Bp60. Therefore vT 2 Bc 0. This fact together with the third equation of (10) results in But this contradicts vT 2 I Ac , Bc 0. Assumption II. . Case 2:  is an eigenvalue of Ap. Then there exist a non-zero vector v3 such that (I Ap)v3 0. This equation and the first equation of (10) results in that vT 2 Bc Cp v3 0: T Now, vT 2 Bc 6 0, because v2 Bc 0 with the third equation in (10), this will contradict Assumption II. Therefore, Cpv3 0, contradicting the detectability condition in Assumption I.

where xc is the m-dimensional state vector. The characteristic polynomial of the OFC is Dc s detsI Ac , 5

and to satisfy the IM principle, Dc(s) must (at least) contain Dr(s) det(sI Ar) and Dd(s) det(sI Ad). Two more assumptions are made as follows. Assumption II: The pair (Ac, Bc) in (4) is controllable.

Assumption III: None of the poles of OFC (eigenvalues of Ac) is equal to a zero of the plant. It will be shown shortly that, given the stated assumptions, there exists a set of solutions for OFC and SFC gains to make the closed-loop stable. The optimal solution is obtained among the stabilising set of gains. T T If we define x xT p , xc , then the closed-loop system is _ Ax Bu Br r Bd d, x  A  Br B Bc Cp Ac    0 Bpd , Bd : Bc 0 Ap 0  ,  Bp 0  , y Cx, C
T

6 CT p 0  , 7

4.2 Proposed solution Define the operator Dc(D) det(DI Ac) Dm a1Dm1 am1D am where D is the differentiating operator, and I is the identity matrix.

International Journal of Control Obviously, Dc(D)r Dc (D) d 0. Apply the operator to both sides of (6) and (8) to arrive at _ Az Bv, z v Kz, 11

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where the transformed (or pseudo) state vector z and the transformed (or pseudo) input v are z Dc Dx, v Dc Du: 12

If Cpv1 0, then this along with the first equation of (15) contradicts the detectability in Assumption I. On the other hand, Cpv1 6 0 with the second equation _ c Ac xc of (15) mean that  is a zero of the system x Bc e, yc Cc xc . But such a system has no zero because its transfer function is Cc sI Ac 1 Bc Dc1s (given the controllable form). Remark 2: The proposed method also offers the possibility of including time-derivatives of the tracking error up to order m 1 in the cost function. Considering the controllable canonical form for Ac and Bc, it can be shown that zc(m) e, zc(m 1) _ , . . . , zc(1) e(m 1). By selecting Q diag{0, 0, . . . , 0, e qm, qm1, . . . , q1}, the cost index will be extended to Z1 2 _2 qm em1 v2 dt: 16 J q1 e2 q2 e
0

T T And z zT p , zc , zp Dc(D)xp and zc Dc(D)xc.

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Remark 1: The equations in (11) show a standard state-feedback law with no reference signal. Moreover, the pair (A, B) is stabilisable. Therefore, for any Q HTH that makes (H, A) detectable, there exists a solution to the following LQR problem: Z1 zT Qz v2 dt 13 J
0

that makes the closed-loop asymptotically stable. Theorem 2: The matrices Ac and Bc can be properly selected to ensure that z(m n) zc(m) e, where z(m n) is the last element of z. Proof of Theorem 2: The OFC state vector xc satisfies (DI Ac)xc Bce. Therefore, zc Dc(D)xc adj(DI Ac)Bce, where adj() denotes the matrix adjugate satisfying adj(X )X det(X ). Now consider the controllable canonical form representation of (Ac, Bc). The last element of zc, i.e. zc(m) will be equal to the (m, 1) element of the adjugate matrix multiplied by e. The (m, 1) element of the adjugate matrix will be equal to the determinant of the submatrix that is obtained by removing (1, m) element, and it is equal to (1)(m1)(1)(m1) 1. Therefore, zc(m) e. The result of Theorem 2 is that, for the selection of Q diag{0, 0, . . . , 0, q}, (13) becomes Z1 Z1 zT Qz v2 dt qe2 v2 dt, 14 J
0 0

This index can be used to reduce undesired oscillations (Example 2 in Section 5). Remark 3: For Q diag{qmn, . . . , qm1, qm, . . . , q1}, (16) further extends to Z1 2 _2 qm em1 q1 e2 q2 e J
0

qm1 zp n2 qmn zp 12 v2 dt:

17

The transformed state zp Dc(D)xc reflects the transient of the original state xc. Therefore, this extended functional can be used to improve those transient behaviours (Example 2 in Section 5). Remark 4: When the OFC is a simple first-order integrator (I), i.e. Dc(s) s, then the index can only contain the tracking error and higher order derivatives of error are excluded. The OFC can be extended to a PI structure to include the first-order derivative of the s error function. Assume that the OFCs structure is 1 s where  is a known positive scalar. Thus, (1) changes to Z1 _2 v2 dt: qe e 18 J
0

that is, exactly equal to the desired cost function (1). The following Theorem proves that for such a selection of matrix Q, a solution exists such that the closed-loop system is asymptotically stable. Theorem 3: Define the m-dimensional row vector Cc (0, . . . , 0, 1) and the n m dimensional row vector H (0, Cc). Then, the pair (H, A) is detectable. Proof of Theorem 3: If (H, A) is not detectable, then there exists a scalar  2 C and a non-zero vector T T v vT 1 , v2 such that    v2 I Ac Bc I Ap v1 0, 0: C p v1 Cc 0 15

_ r Cp xp Cp Ap xp _ c e e If we define x Bp u Bpd d , then A and B in (7) change to ! ! Ap 0 Bp A , B : 19 Cp Cp Ap 0 Cp Bp It is straightforward to prove that the associated LQR problem has a stabilising solution for all 40. The same procedure that has been previously formulated can then be followed to obtain the solution.

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M. Karimi-Ghartemani et al. The control law (25) comprises the term Kx u that is generally unknown as it depends on the disturbance signal. Such a term acts as a second disturbance signal if we consider the modified control law as u Kx. It is, however, noticed that the ~ 0T Fx ~ 0, minimum cost function value is Jmin x which is independent of the disturbance signal. Therefore, the minimal solution does not depend on the value of this term and we can remove it. Such a solution makes the closed-loop stable as long as (Q, A) is detectable. In order to examine the index (20), we notice that ~ . Thus, the tracking error is equal to e y ~ T Cx ~ x ~ T CT Cx ~ : Therefore, qe2 x ~ T Qx ~ e2 Cx T where Q qC C. With such selection for Q, the index (24) coincides with (20). The most significant question now is whether the closed-loop system becomes asymptotically stable with such a selection. Theorem 4: The solution of (1) and the solution of (20) are both derived from the same ARE with the following two different Q matrices: Q1 diagf0, 0, . . . , 0, qg, Q20 qCT C, C Cp , 0: 26

Increasing  will improve the behaviour of the tracking error derivative at the expense of degrading the behaviour of the tracking error itself. This manifests itself mainly in terms of slower transient response as shown by an example in Section 5.

4.3 Importance of pseudo-input variable v The above derivations show that the cost function of (1) has a well-defined form for the proposed control structure of Figure 2. This is in the sense that it avoids being unbounded and it offers a feedback solution that makes the loop asymptotically stable. One may think of other forms for a cost function such as

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Z J
0

qe2 u u 2 dt,

20

where u is the steady-state value of the control signal in Figure 2 in the presence of the reference r and the disturbance d. Here it is already assumed that a stabilising control exists and converges to u as time tends to infinity. We show in this section that a stabilising solution to this optimal problem does not exist. Assume that the steady-state variables are denoted by x p , u , d and xc . The plant and the OFC equations in the steady-state are
_ x p Ap xp Bp u Bpd d , _ x c Ac xc ,

However, the solution to (20) does not stabilise the closed-loop system. Proof of Theorem 4: A proof for the first part of the statement is already given above. For the second part of the theorem, we show that the pair (C, A) is not detectable. Now, we show that there is some  2 C such that the matrix [(I A)T CT] is not full rank. This means that there exists a non-zero vector v such that 0 1     I Ap 0 v1 I A @ A Bc Cp I Ac v 0: 27 C v2 Cp 0 Equation (27) is satisfied for v1 0 and v2 equals any eigenvectors of Ac. Notice that (at least some or all) eigenvalues of Ac are located on the imaginary axis. Therefore, (C, A) is not detectable.

y r Cp x p:

21

~ p xp x ~ c xc x ~ y ~ u u , x Define u p, x c, y ~ y y r and d d d , then _ ~, y ~ Cp x ~ p Bp u ~p, ~ p Ap x ~ Bpd d x _ ~ c Bc e ~ Ac x ~ c Bc Cp x ~p: ~ c Ac x x It can thus be concluded that _ ~, ~ Ax ~ Bu ~ Bd d x ~, e Cx 23 22

T ~ x ~T ~T where x p,x c and the matrices A, B, C and Bd ~ 0, the following are given in (7). Assuming that d LQR index seems to be well-defined and can be minimised

5. Examples 5.1 Example 1 Consider the plant Gs 1 s with the minimal realisation _ p Ap xp Bp u Bp d, y Cp xp where Ap 0, of x Bp 1, Cp 1. The objective is to optimally track step commands and reject step disturbances. Thus, the OFC _ c Ac xc Bc e structure is also a simple integrator x where Ac 0, Bc 1. To minimise the cost function (1), we choose Q diag{0, q}. The closed-loop response to a

Z J
0

~ T Qx ~u ~ 2 dt: x

24

~ where K ~ Kx The solution to (24) will be equal to u is obtained from the associated ARE. And finally ~ u Kx Kx u : uu 25

International Journal of Control

Response to step command (a) 1.1 1 q = 100 q = 1000 q = 10,000 0 0 1 Control signal (b) 4 2 0 q =100 q =1000 q = 10,000 2 3 (b) 0 q =100 0.5 1 0 1 Time (s) 2 q =1000 q = 10,000 (a) q = 100 0.1 0.05 0 0 1 Control signal 2 q = 1000 q = 10,000 Response to unit step disturbance

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1 Time (s)

Figure 3. Response of system of Example 1 to unit step command: (a) output signal and (b) control signal. Table 1. Index data for Example 1 (step command). q R1 2 e dt R01 2 u dt R01 2 0 v dt 100 0.335 1.118 11.18 1000 0.189 1.988 62.82 10,000 0.106 3.536 352.7

Figure 4. Response of system of Example 1 to unit step disturbance: (a) output signal and (b) control signal.

Table 2. Index data for Example 1 (step disturbance). q R1 2 e dt R01 2 u dt R01 2 0 v dt 100 0.011 1 3.35 1000 0.002 1 5.96 10,000 3.5 104 1 10.6

unit step command is shown in Figure 3(a) for three different values of q equal to 100, 1000 and 10,000. The control signal is also shown in Figure 3(b). Increasing q results in better tracking at the cost of larger control signals. Table 1 shows the numerical values of tracking error and control signal energies. Performance of the closed-loop system in rejecting the step disturbances is shown in Figure 4, which indicates stronger rejection of the disturbance for larger values of q. Table 2 shows the numerical values for the tracking error and control signal energies for the disturbance response. The impact of  in functional (18) is shown in Figure 5. In this figure, q is selected at 1000 and three values of 0, 0.3 and 0.7 are examined. Larger  results in smoother but slower responses.

(a) 1 0.5 0 0 2 1 0 0 (c) 0.1 0.05 0 0 (d) 0 0.5 1 0 1 2 3 (b)

b =0

b =0.3

b =0.7

1 Time (s)

5.2 Example 2 Consider a third-order plant described by the following state-space matrices: 0 1 0 1 0 1 0 a 0 a 0 Ap @ a 0 a A, Bp @ 0 A, Bpd @ 0 A 0 a 0 0 a

Figure 5. Effect of  on the transient response of Example 1: (a) closed-loop response to unit step command, (b) control signal, (c) response to unit step disturbance and (d) control signal.

and Cp (0, 0, 1). The plant transfer function has a pole at origin and two others on the imaginary axis (at j1414 for a 1000). This system is of the type occurring in many practical applications such as grid-connection of voltage source power electronic

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(a) 1 0.5 0 0.5 0 (b) 1 0.5 0 0.5 0.1 0.2 0.3 0.4

M. Karimi-Ghartemani et al.
Tracking error to unit sinusoidal reference (q2 = 0)
q1 =100 q1 =1000 q1 =10,000

(a)

(b)

0.5

Tracking error to unit sinusoidal reference (q1= 10,000)

q2 =100

q2 =0

q2 = 1000

(c)

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0.1

0.2

0.3 Time (s)

0.4

0.5

Figure 6. Tracking error in Example 2 to a unit sinusoidal reference when (a) q1 100, 1000, 10,000, q2 0, and when (b) q1 10,000, q2 0, 100, 1000.

Figure 7. Response of system of Example 2 to unit sinusoidal disturbance when q1 10,000 and (a) q2 0, (b) q2 100 and (c) q2 1000.

converters (Wu and Lehn 2006; Huerta, Bueno, Cobreces, Rodriguez, and Giron 2008). The objective is to design an optimal controller for tracking sinusoidal references and rejecting sinusoidal disturbances both at frequency !o 20. To this end, the OFC matrices are selected as     1 0 !2 o , Bc : Ac 0 1 0 The overall closed-loop system matrices A and B are calculated from (7) and the LQR problem is solved for three different values of q 100, 1000 and 10,000. The closed-loop response to the unit sinusoidal reference is shown in Figure 6(a) for all three values of q. It is observed that the tracking features improve by increasing q. Response of the system to a unit sinusoidal disturbance is shown in Figure 7(a) for q 10,000. The response to the disturbance has some oscillations with very low damping. This behaviour originates from the two undamped poles of the plant on the imaginary axis. Such behaviour can be improved by incorporating the time-derivative of the tracking error in the cost function, as shown in Remark 3, Equation (16). By increasing q2 from 0 to 100 and then to 1000, the undesired oscillations on the tracking error are reduced. Figure 6(b) shows the tracking error when the unit sinusoidal reference is applied. Figure 7(b) and (c) show the tracking error to unit sinusoidal disturbance. It is possible to make the output signal behave more smoothly by considering the extended cost

(a)

(b)

(c)

Figure 8. Response of system of Example 2 to unit sinusoidal disturbance when q1 10,000, q2 1000 and (a) q3 0 (b) q3 0.1 and (c)q3 1.

function of (17). Figure 8 shows the impact of three values of q3 0, 0.1 and 1 when q1 and q2 are fixed at 10,000 and 1000 respectively. This shows that undesired resonances can greatly be reduced by q3. Notice that q3 is the weight applied to zp(3) that is the transformed output. Increasing q3 thus improves the transient behaviour of the output.

6. Conclusion The LQT problem over infinite-time interval was addressed in this note. The cost function is based on

International Journal of Control using a transformation on the state variables and control signal such that the steady-state response of the system is eliminated and components of the transient response penalised proportional to their distance from the steady-state response. This article derived necessary and sufficient conditions for existence of the solution. It is also shown that the direct extension of the regulation functional (LQR) does not guarantee stability of the closed-loop system. Results confirmed that the solution for the LQT problem (as formulated here) is actually obtained from the same Riccati equation associated with the LQR problem. This is not unexpected due to the close relationship between the two problems. However, the LQR formulation does not provide an adequate guideline as to how to choose matrix Q to obtain good tracking properties. Our proposed method offers such an advantage.

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