This paper describes a new procedure for selecting weighting matrices in linear-quadratic optimal control designs. The procedure is based on asymptotic modal characteristics of multivariable LQ-regulators as control weights tend to zero. The asymptotic behavior of both eigenvalues and eigenvectors is used to provide complete, unique specification of the weighting matrices. The procedure is illustrated with a simplified lateral-directional flight control design example.
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Harvey et al. (1978) studied this question.
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