In this note we show that for a given controllable pair (A, B) and any λ > 0, a gain matrix K can be chosen so that the transition matrix e {(A+BK)t} of the system x = (A + BK) x decays at the exponential rate e ?...In this note we show that for a given controllable pair (A, B) and any λ > 0, a gain matrix K can be chosen so that the transition matrix e {(A+BK)t} of the system x = (A + BK) x decays at the exponential rate e ?λt and the overshoot of the transition matrix can be bounded by Mλ L for some constants M and L that are independent of λ. As a consequence, for any h > 0, a gain matrix K can be chosen so that the magnitude of the transition matrix e (A+BK)t can be reduced by 1/2 (or by any given portion) over [0, h]. An interesting application of the result is in the stabilization of switched linear systems with any given switching rate.展开更多
基金This work was supported partly by the Chinese National Natural Science Foundation. The work of Wang was also supported partly by the US National Science Foundation (No. DMS - 0072620).
文摘In this note we show that for a given controllable pair (A, B) and any λ > 0, a gain matrix K can be chosen so that the transition matrix e {(A+BK)t} of the system x = (A + BK) x decays at the exponential rate e ?λt and the overshoot of the transition matrix can be bounded by Mλ L for some constants M and L that are independent of λ. As a consequence, for any h > 0, a gain matrix K can be chosen so that the magnitude of the transition matrix e (A+BK)t can be reduced by 1/2 (or by any given portion) over [0, h]. An interesting application of the result is in the stabilization of switched linear systems with any given switching rate.
