Abstract
In this paper, a systematic approach to the selection of state and control weighting matrices for the linear quadratic regulator problem is presented. This is based on the identification of the most controllable and observable states of the system. While the poorly controllable and/or observable states are ignored, the most controllable and observable states are penalised according to their measures of combined controllability and observability. A linear state feedback optimal controller is designed for a three area interconnected power system
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