Abstract

A method for the optimal design of linear time-invariant systems with low sensitivity is proposed. The criterion of optimality is to choose system parameters and the corresponding optimal control so as to obtain zero or near-zero sensitivity of the optimal cost function. The proposed method yields a transient response, not only with faster settling time, but also insensitive to small parameter variations. The procedure is simple and can be extended to the optimal design of multi-parameter systems. It can be easily programmed on a digital computer without excessive increase in computer memory.

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