Approaches to robust pole assignment

Abstract

Abstract Robust pole assignment is a non-linear optimization problem in many variables. We describe numerical methods for determining robust or well-conditioned so-lutions to the problem of pole assignment by state feedback. The solutions are chosen to minimize various objective functions based on the condition number of the eigenvector matrix. Careful choice of parametrization and objective function avoids singularities and artificial variable constraints; explicit formulae for the gradient and hessian permit rigorous stopping criteria and rapid local convergence. Several computational examples are included.