Design of linear systems with specified dynamic properties using a quadratic performance criterion

A digital computer-oriented method of designing linear stationary systems is proposed whereby a procedure of designing a quadratic criterion and a way to minimize functions of many variables are employed simultaneously. The method simultaneously yields matrices of the quadratic criterion with which transient processes satisfy the specified direct performance criteria. A way to solve the matrix algebraical Riccati equation is described which leads to optimal control in systems whose plant matrix is unstable. A fourth order system is designed.