Optimal Redesign of Linear Systems

This paper suggests a redesign procedure for linear systems. We suppose that an initial satisfactory controller which yields the desired performance is given. Then both the plant and the controller are redesigned to minimize the required active control effort. Either the closed loop system matrix or the closed loop covariance of the initial design can be preserved under the redesign. Convex quadratic programming solves this problem. In addition, an iterative approach for integrated plant and controller design is also proposed, which uses the above algorithm in each step. Convergence of this algorithm is also proved. Examples are included to illustrate the procedure.