A simple solution to the optimal eigenvalue assignment problem

Abstract

The problem of the optimal eigenvalue assignment for multi-input linear systems is considered. It is proven that for an n-order system with m independent inputs, the problem is split into the following two sequential stages. Initially, the n-m eigenvalues are assigned using an (n-m)-order system. This assignment is not constrained to satisfy optimality criteria. Next, an m-order system is used to assign the remaining m eigenvalues in such a way that linear quadratic optimal criteria are simultaneously satisfied. Therefore, the original n-order optimal eigenvalue assignment problem is reduced to an m-order optimal assignment problem. Moreover, the structure of the equivalent m-order system permits further simplifications which lead to solutions obtained by inspection.