1746 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 44, NO.

9, SEPTEMBER 1999

A Simple Solution to the Optimal application of the proposed method in a real problem, an illustrative
Eigenvalue Assignment Problem example from the power system control field is used.

D. P. Iracleous and A. T. Alexandridis II. MAIN RESULTS

Consider the time-invariant multi-input linear system
Abstract—The problem of the optimal eigenvalue assignment for multi- _
x = Ax + Bu; x(0) = x0 (1)
n
input linear systems is considered. It is proven that for an -order
where x 2 Rn ; u 2 Rm and A; B are constant matrices with
system with m independent inputs, the problem is split into the following
dimensions n 2 n and n 2 m, respectively. Applying on system (1)
two sequential stages. Initially, the n0m eigenvalues are assigned
using an n0m -order system. This assignment is not constrained to the state feedback control law
m
satisfy optimality criteria. Next, an -order system is used to assign the
remaining m eigenvalues in such a way that linear quadratic optimal u = Kx (2)
n
criteria are simultaneously satisfied. Therefore, the original -order
m
optimal eigenvalue assignment problem is reduced to an -order optimal we obtain the following closed-loop form:
m
assignment problem. Moreover, the structure of the equivalent -order _
x = Ac x; where Ac = A + BK: (3)
system permits further simplifications which lead to solutions obtained
by inspection. Assume that (A; B ) is a completely controllable pair and B is of
full rank, i.e., rank(B ) = m where m < n. Then, there always
exists an n 2 (n 0 m) arbitrary constant matrix Bc such that the
Index Terms— Eigenvalue assignment, linear systems, multivariable
systems, optimal control.
matrix [B Bc ] is invertible. Let

I. INTRODUCTION S1
= [B Bc ]
01 (4)
S2
The problem of designing a feedback gain matrix which satisfies
eigenvalue assignment demands and optimal control criteria has where S1 and S2 are m 2 n and (n 0 m) 2 n constant matrices.
received considerable attention, especially in the case of multi- Under these assumptions we next propose a different approach for
input linear systems. The problem has been generally studied as the eigenvalue assignment by state feedback which leads to a simple
a kind of inverse optimal control problem [1], [2]. Necessary and optimal eigenvalue assignment procedure.
sufficient conditions [1] as well as methods and algorithms have been
proposed [3]–[11]. The main idea of these methods is to calculate an A. Eigenvalue Assignment: An Alternative Procedure
appropriate state weighting matrix, for a given input weighting matrix, We start our approach by presenting the following theorem.
so that the resulting optimal linear quadratic (LQ) regulator assigns Theorem 2.1: There exists a state feedback gain matrix K which
the closed-loop eigenspectrum of the system at some desired locations assigns the entire set of the n eigenvalues of the closed-loop system
[3]. The existing methods result in the optimal solution by assigning (3) exactly at the same positions where: 1) the arbitrary m 2 (n 0 m)
simultaneously the closed-loop eigenvalues either in a prescribed matrix L assigns the n 0 m eigenvalues of the matrix A11 + A12 L
region on the left complex plane [4]–[6] or exactly at preselected where A11 = S2 ABc and A12 = S2 AB and 2) the arbitrary m 2 m
stable positions [7]–[11]. To determine the solution, recursive as matrix F assigns the m eigenvalues of the matrix A22 + F where
well as nonrecursive methods have been developed. However, the A22 = S1 AB 0 LS2 AB .
main drawback of all these methods is complexity which may create Furthermore, this gain-matrix K is determined by the expression
computational problems, especially for large scale systems. K = F S1 + GS2 where G = LA11 0 A21 0 A22 L 0 F L and
In this paper, a very simple method for the optimal assignment A21 = S1 ABc .
of the closed-loop eigenvalues of a multi-input linear system is Proof: Let M be the n 2 n matrix
proposed. It is proven that for an n-order system with m independent
In0m 0 S2 S2
inputs (n > m), the n-order optimal eigenvalue assignment problem
can be reduced to an m-order optimal eigenvalue assignment problem
M =
0 L Im S1
=
S1 0 LS2
(5)

where the remaining n 0 m eigenvalues are assigned by any common where Im ; In0m are the m and (n 0 m)-identity matrices, respec-
technique. This significantly simplifies the complexity of the problem. tively, and L is an arbitrary m 2 (n 0 m) constant matrix. Then,
However, the structure of the equivalent m-order optimal control the inverse of M is
problem offers a great possibility of further simplifications. Among
M
01 = [Bc B]
In 0m 0
= [Bc + BL B ]: (6)
many possible solutions a simple diagonal gain-matrix, obtained by L Im

inspection, is proposed. Transforming the closed-loop matrix Ac = A + BK by using the

Particularly, in the simplest case, the n 0 m eigenvalues are similarity transformation M Ac M 01 we arrive at
assigned exactly at any desired stable positions to provide the
01 = S1 Ac [Bc + BL] S2 Ac B
performance characteristics of the system while the m eigenvalues
are assigned to ensure optimality. Practically, these m eigenvalues
M Ac M
[S1 0 LS2 ]Ac [Bc + BL] [S1 0 LS2 ]Ac B
: (7)

determine the nondominant poles of the system. To demonstrate the After some simple algebraic manipulations and taking into account
(4), which implies that S2 B = 0 and S1 B = Im , the last expression
results in
Manuscript received June 19, 1997. Recommended by Associate Editor,
M. Dahleh. M Ac M
01
The authors are with the Department of Electrical and Computer Engineer- A11 + A12 L A12
ing, University of Patras, Rion 26500, Patras, Greece.
Publisher Item Identifier S 0018-9286(99)06248-0.
=
A21 + K Bc + K BL 0
LA11 + A22 L A22 + KB
(8)

0018–9286/99$10.00  1999 IEEE

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 44, NO. 9, SEPTEMBER 1999 1747

where A11 = S2 ABc ; A12 = S2 AB; A21 = S1 ABc ; A22 = in a simple procedure for the solution of the optimal eigenvalue
S1 AB 0 LS2 AB . assignment problem.
Defining, however, the matrices F and G as follows: Lemma 2.2: For the closed-loop system (3) the state feedback
gain-matrix K is optimal and the corresponding AMRE has a positive
F = KB and G = KBc (9)
definite solution for some symmetric state weighting matrix Q,
where G is constrained by the equation providing that the input weighting matrix R > 0 is given, if and
only if: 1) Re (A + BK ) < 0 and 2) the matrix 0RKB is a
G = LA11 0A 0A21 22 L 0 F L: (10) positive definite symmetric matrix.
The similarity transformation of Ac , given by (8), results in Proof—Necessity: If K is optimal, then it minimizes a quadratic
performance index [14] of the form
M Ac M
01 = A11 + A12 L A12
(11) 1 1
0 A22 + F 1 T T 1 T T
J = [x Qx + u Ru] dt = x [Q + K RK ]x dt
2 0 2 0
where from (9) we have by definition [F G] = K [B Bc ] and, (13)
therefore, the state feedback gain matrix K which satisfies (11) for and there exists a constant symmetric matrix P > 0 such that the
arbitrary L; F; and G given by (10), is determined as follows: optimal K can be expressed as follows:
K = F S1 + GS2 : (12) 01 T
K = 0R B P (14)
Equation (11) shows that the feedback gain matrix K given by (12) where P satisfies the AMRE
assigns all the closed-loop eigenvalues of Ac (which is similar to
M Ac M 01 ) at the n 0 m eigenvalues of A11 + A12 L and the m P A + A P 0 K RK + Q = 0:
T T (15)
eigenvalues of A22 + F .
Theorem 2.1 reveals that the assignment of the closed-loop eigen- However, since (13) is minimized by this K , then the second-order
variation of J satisfies the inequality [14]
values of the system (3) can be achieved into two sequential stages.
1
First stage: The n 0 m eigenvalues are assigned by selecting an 2
 J =
1 T T
[x (t)Qx(t) + u (t)Ru(t)] dt  0: (16)
appropriate matrix L. As indicated by the form of the 2 0
matrix A11 + A12 L, this selection of L is equivalent
to the solution of an n 0 m reduced-order state
Completing the square in (16) (see [14] and [16]) we obtain
feedback eigenvalue-assignment problem. Therefore, 2
 J =
1 T
x (0)P x(0) 0 21 xT (1)P x(1)
the assignment of the n 0 m eigenvalues is possible if 2
1
the pair (A11 ; A12 ) is a completely controllable pair +
1
2
[u(t) 0 u3 (t)]T R[u(t) 0 u3 (t)] dt (17)
[12]. This is true for system (1), in accordance with 0

where u3 (t) = 0R01 B T P x(t).

the following lemma [12].
Lemma 2.1: The pair (A11 ; A12 ) = (S2 ABc ; S2 AB ) is a com- For R > 0; P > 0 and for any arbitrary x(0), condition  2 J  0
pletely controllable pair if and only if the pair (A; B ) is a completely yields that limt!1 x(t) = 0, i.e., the closed-loop matrix Ac is
controllable pair. asymptotically stable. This can be proved by contradiction, i.e., if
Second stage: Using the L determined from the first stage, we Ac was unstable, then there exists at least one unstable eigenvalue.
construct the matrix A22 = S1 AB 0 LS2 AB . Let u and vu be an unstable eigenvalue-eigenvector of Ac . Selecting
Then, the remaining m eigenvalues are assigned x(0) = cvu (c is a scalar constant) we get x(t) = eA t x(0) =
as the eigenvalues of A22 + F by selecting an ceA t vu = ce (t) vu . Therefore, x(1) = limt!1 ce t vu = 1
appropriate matrix F . This is equivalent to the and hence the term of (17) 12 xT (1)P x(1) ! +1 which yields
solution of an m reduced-order state feedback  2 J = 01.
eigenvalue-assignment problem. However, since in Constructing, now, the matrix 0RKB with K given by (14), we
this case the input matrix is the m-order identity have
matrix Im , the assignment of the m eigenvalues is
always possible since it obviously holds that the 0RKB = BT P B > 0 (18)
pair (A22 ; Im ) is a completely controllable pair since P is symmetric positive definite.
for any A22 [6]. Sufficiency: If the matrix 0RKB is symmetric positive definite,
Matrix G is then obtained from (10) with L and F determined then there always exists a suitable positive definite symmetric matrix
in the two previous stages. Consequently, the gain-matrix K is Sn0m such that the matrix
determined from (12).
S1
T
0RKB T 0RKBc S1
(0RKBc )
P = (19)
B. Eigenvalue Assignment by LQ Regulator S2 Sn0m S2

In view of the inverse optimal control problem, i.e., the problem is a symmetric positive definite constant matrix.
of recognizing when a given state feedback gain-matrix minimizes Constructing the matrix 0R01 B T P by using P from (19) and
1 01 T
S ] = [Im 0] we confirm that 0R B P =
making use of B T [ S T
an LQ criterion J = 12 0 [xT Qx + uT Ru] dt [1], [2], we present
Lemma 2.2. Generalizing some results presented in [1], Lemma 2.2 0
0R [0RKB 0RKBc ][ S ] = K [BS1 + Bc S2 ] = K . Further-
1 S
defines the conditions under which a state feedback gain-matrix K more, for this P we can find a symmetric Q so that
is optimal for a given input weighting matrix R. It provides a class T T
of positive definite solutions of the corresponding algebraic matrix P Ac + Ac P + K RK + Q = 0: (20)
Riccati equation (AMRE) and consequently determines suitable state 0
Substituting Ac = A+BK = A0BR B P , we obtain the AMRE
1 T
weighting matrices Q. In the next section, combining Lemma 2.2 with
Theorem 2.1 we easily arrive at Theorem 2.2 which in turn results T 01 T
P A + A P 0 P BR B P + Q = 0: (21)
1748 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 44, NO. 9, SEPTEMBER 1999

Assuming, now, that the closed-loop system is asymptotically stable, the other hand, the optimality condition 2) of Lemma 2.2 is satisfied
i.e., Re (Ac ) < 0, so that x(t) vanishes with time, it is verified since 0RKB = 0RF = aR > 0 for any arbitrary R > 0.
from (17) that the second-order variation of J is greater than zero. In practical applications, however, the n0m eigenvalues which can
Additionally, since xT (P Ac + ATc P )x = dt
d
(x P x), the closed-loop
T
be assigned exactly in any desired stable positions are the dominant
performance index results in eigenvalues of the closed-loop system. The m eigenvalues which are
1
1 manipulated to provide optimality and which are constrained to be
J= x (Q + K RK )x dt = 1 x
T T T
(0)Px(0) located more to the left than the eigenvalues of A22 are obviously
2 0 2
the nondominant closed-loop eigenvalues.
0 2 lim
1
!1 x(t) P x(t)
T
(22) Moreover, if one can exploit the degrees of freedom of the gain-
matrix L, which assigns the first n 0 m eigenvalues, in such a way
t

which converges to the positive optimal value
J = 1x T
(0)Px(0):
2
Remark 2.1: As indicated by the sufficiency of Lemma 2.2, for
given R and optimal K , an infinite number of suitable P can be
obtained. Therefore, the same optimal K results in an infinite number
of different Q. In the case where Q can be expressed as Q = DDT ,
then the pair (A; D) is completely observable since the following
lemma [4] holds.
Lemma 2.3: The pair (A; D) is completely observable if and only
if P is positive definite.
Now, to proceed with our approach we use Lemma 2.2 to establish
the following theorem.
Theorem 2.2: Let K be a state feedback gain matrix which assigns
n stable eigenvalues of the closed-loop system (3) in accordance
with Theorem 2.1. Then, this K is optimal for some Q with given
R > 0, if and only if the feedback gain matrix F of the subsystem
z_ = A22 z + u~, where u~ = F z , is optimal.
Proof: Following the procedure concluded by Theorem 2.1, a
K which assigns n stable eigenvalues of Ac is determined. Then,
F = KB assigns m stable eigenvalues of the subsystem
z_ = A22 z + u~; u~ = F z:
that the m eigenvalues of A22 = S1 AB 0 LS2 AB are in locations
distance a from the desired locations, i.e.,
(A22 ) = desired (A c) + (26)
then, exact optimal pole-placement can be achieved since (25) and
(26) obviously lead to desired (Ac ) = (A22 + F ).
D. A Simple Design Algorithm
The procedure described above leads to the following algorithm:
Initialize: (i) System data A; B ;
input weighting matrix R;
(ii) Select Bc ;
calculate S1 ; S2 from (4);
calculate A11 ; A12 ; A21 as defined in Theorem 2.1.
Step 1: Derive L, (use a pole-placement technique to assign n 0 m
eigenvalues of the subsystem (A11 ; A12 )).
Step 2: Calculate A22 = S1 AB 0 LS2 AB and find its eigenvalues.
Step 3: Determine F = 0aIm (a is selected so that the poles of
A22 + F lie in desired locations); determine G from (10).
Step 4: Determine the optimal gain-matrix K from (12);
calculate the solution P of the AMRE from (19);
calculate the weighting matrix Q from either (20) or (21).
(23) Terminate algorithm.

Now, if this K is optimal for (1), it holds true that 0RKB > 0 or
0RF > 0, and from Lemma 2.2 this implies that F is also optimal
III. ILLUSTRATIVE EXAMPLE
for (23), and vice versa. The linear dynamical model of a two area power system, taken
Theorem 2.2 clearly shows that the problem of the optimal assign- from [15], is used to demonstrate the application of the proposed
ment of n eigenvalues can be reduced to a problem of the optimal method. The system is a seventh-order system with two inputs. The
assignment of m eigenvalues while the remaining n 0 m eigenvalues state vector is x = [f1 Pt1 Ptie f2 Pt2 Pu1 Pu2 ]T where f1 ; f2
are simply assigned in the desired locations by using any well-known are the frequencies, Pt1 ; Pt2 are the turbine powers, Pu1 ; Pu2 are
technique [12], [13]. Therefore, many methods which result in exact the governor states at area 1 and 2 correspondingly, and Ptie is the
optimal pole-placement [7]–[10], or in optimal pole-placement in a transferred power between the two areas.
specified region as a whole [4]–[6], can be applied on the m reduced- The system matrices are
order subsystem (23) instead of the original nth-order system. This 00:05 6 0 06 0 0 0
clearly minimizes the computational effort. Furthermore, the structure 0 03:33 0 0 0 3:33 0
of the m reduced-order subsystem (23) leads to more simple optimal 0 0 0 0:05 6 6 0 0
solutions as explained in the following. A= 0:45 0 0 0:545 0 0 0 0
0 0 0 0 0 3:33 0 3:33
C. A Simple Optimal Eigenvalue Assignment Solution 0 0:521 0 0 0 0 012:5 0
In this section a further simple solution is proposed. Particularly, 0 0 0 5:21 0 0 0 012:5
since the input matrix of (23) is the identity matrix Im the feedback 0 0
gain-matrix F is an m 2 m square matrix. Therefore, we can consider 0 0
0 0
F = 0aI ; m a>0 (24) B= 0 0 : (27)
where the scalar a is suitably selected to ensure stability and 0 0
assignment of the eigenvalues in a desired region. The m eigenvalues 12:5 0
of A22 + F which are also the m closed-loop eigenvalues of Ac are, 0 12:5
then, located at We select Bc = [ 12:05I ], where I5 is the fifth-order identity matrix.
(A22 + F ) = (A22 ) 0  (25) In this case we have n = 7; m = 2. The open-loop eigenvalues are

i.e., more to the left on the complex plane than the eigenvalues of 00:553 6 3:134i; 00:870 6 1:372i;
A22 = S1 AB 0 LS2 AB which have been determined by L. On 03:048; 012:588; 013:277:
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 44, NO. 9, SEPTEMBER 1999 1749

0:9081 00:8634 01:2649 00:3567 00:9360 00:0292 00:0359

00:8634 5:1361 1:4990 04:6602 02:1411 00:1177 00:2131
01:2649 1:4990 1:9964 00:1389 1:1989 0:0599 0:0347
P = 00:3567 04:6602 00:1389 14:0859 6:7031 0:1155 0:5354
00:9360 02:1411 1:1989 6:7031 6:1236 0:1135 0:2256
00:0292 00:1177 0:0599 0:1155 0:1135 0:1600 0
00:0359 00:2131 0:0347 0:5354 0:2256 0 0:1600
(31)

We select the input weighting matrix R to be the 2 2 2 identity
matrix. To assign the five (=n 0 m) closed-loop eigenvalues of Ac
at the values: f00:7 6 1:5i; 01:5 6 0:2i; 04g, we determine the
gain-matrix L of the subsystem (A11 ; A12 ) as follows:
[3] M. J. Grimble and M. A. Johnson, Optimal Control and Stochastic
Estimation: Theory and Applications, vol. 1. New York: Wiley, 1988,
ch. 4.
[4] B. D. O. Anderson and J. B. Moore, Linear Optimal Control. Engle-
wood Cliffs, NJ: Prentice-Hall, 1971, ch. 4.
[5] K. Furuta and S. B. Kim, “Pole assignment in a specified disc,” IEEE

L= 0:1164 0:5375 00:2593 00:4996 00:4973 Trans. Automat. Contr., vol. 32, pp. 423–427, May 1987.
0:1840 0:9899 00:3245 02:3176 01:0300 : (28) [6] W. M. Haddad and D. S. Bernstein, “Controller design with regional
pole constraints,” IEEE Trans. Automat. Contr., vol. 37, pp. 54–69, 1992.
[7] M. C. Maki and J. Van de Vegte, “Optimization of multi-input systems
Then, A22 = [ 00143:30 09:07 ] has the following eigenvalues: 010:517
:29 1:66 with assigned poles,” IEEE Trans. Automat. Contr., vol. 19, pp. 130–133,
and 012:843.
1974.
[8] Y. B. Ness, “Optimal closed-loop pole assignment,” Int. J. Contr., vol.
In order to assign the nondominant eigenvalues of Ac more to the 27, no. 3, pp. 421–430, 1978.
left on the complex plane, i.e., 025 from the existing values, we [9] A. T. Alexandridis and G. D. Galanos, “Optimal pole-placement for
select a = 25 and, therefore, the F which assigns the remaining two linear multi-input controllable systems,” IEEE Trans. Circuits Syst., vol.
eigenvalues at the desired positions 035.5 and 037.8 is CAS-34, pp. 1602–1604, 1987.
[10] M. H. Amin, “Optimal pole-shifting for continuous multivariable linear
systems,” Int. J. Contr., vol. 41, pp. 701–707, 1985.
F = 025I2 : (29) [11] A. T. Alexandridis, “Optimal entire eigenstructure assignment of
discrete-time linear systems,” IEE Proc.—Control Theory Appl., vol.
143, no. 3, pp. 301–304, 1996.
Now, matrix G is determined from (10) and the optimal state feedback [12] C. T. Chen, Linear System Theory and Design. New York: Holt,
gain matrix is determined from (12) as Rinehart and Wiston, 1984.
[13] J. J. D’Azzo and C. H. Houpis, Linear Control System Analysis and
Design. New York: McGraw-Hill, 1988.
K [14] F. L. Lewis and V. L. Syrmos, Optimal Control. New York: Wiley,
0:3648 1:4710 00:7491 01:4437 01:4186 02 0 1995.
=
0:4481 2:6643 00:4338 06:6927 02:8199 0 02 [15] A. K. Mahalanabis, D. P. Kothari, and S. I. Ahson, Computer Aided
Power Systems Analysis and Control. New York: McGraw-Hill, 1988,
(30) ch. 5.
[16] M. Green and D. Limebeer, Linear Robust Control. Englewood Cliffs,
NJ: Prentice-Hall, 1995.
which assigns the closed-loop eigenvalues exactly at the desired
locations.
We note that a solution P > 0 of the AMRE can be calculated
from (19) if one selects a suitable matrix Sn0m . Such a P is shown
in (31), at the top of the page.

IV. CONCLUSION
The problem of the optimal eigenvalue assignment of linear multi-
input systems has been solved into two major steps. The first step
assigns n 0 m arbitrary stable eigenvalues determining the feedback
gain-matrix L of the system matrix A11 + A12 L (Theorem 2.1). The
second step assigns the m remaining stable eigenvalues, using F
given from (24), at the points (A22 ) 0 . Then, the feedback gain
matrix K is determined from (10) and (12). As shown in Theorem 2.2,
this solution meets optimal LQ criteria since it satisfies the conditions
for optimality established in Lemma 2.2.

REFERENCES

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