A Note on Overshoot Estimation in Pole Placements

Mathematics – Optimization and Control

Scientific paper

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Scientific paper

In this note we show that for any given controllable pair (A,B) and any c> 1,
a gain matrix K can be chosen so that the transition matrix of the system x' =
(A+BK)x decays at the exponential rate exp(-ct) and the overshoot of the
transition matrix can be bounded by Mc^L for some M and L that are independent
of the choice of c.

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