Abstract-A well-known method by Anderson and Moore for optimal quadratic feedback design with guaranteed convergence rate for linear time-invariant systems is generalized to linear complex-valued time-varying systems and convergence rates. The resulting method is applied to observer design and illustrated by solving the problem of flux estimation in induction machines. A pre-assigned time-varying convergence rate is shown to improve the observer's transients in comparison with a constant one. The suggested design technique can be readily utilized for nonlinear state-affine systems.
I. BACKGROUNDConsider a linear time-invariant systeṁwhereis a controllable pair and A, B, C are real matrices of suitable dimensions. The problem of optimal quadratic control of (1) with a prescribed degree of stability was first solved in [1] and later presented in book format in [2].LetP be the stationary solution (i. e.P = lim t→−∞ P(t, t 0 )) of the Riccati equationwith the boundary condition P(t 0 , t 0 ). Then the constant feedback gain control lawwhere R > 0, (G, A) is an observable pair and α is a nonnegative constant. Besides, the closed-loop state vector governed byẋapproaches zero at least as fast as e − 1 2 αt . Since α can be chosen freely and beforehand, the latter property is referred to as prescribed degree of stability.Generalizing the method of Anderson-Moore to a timevarying case, Linear-Quadratic (LQ) optimality of the design † Systems and Interaction, Luleå University of Technology, SE-971 87 Luleå, SWEDEN, e-mail: Stocks@ltu.se ‡ Information Technology, Uppsala University, SE-75105 Uppsala, SWE-DEN, e-mail: Alexander.Medvedev@it.uu.se is usually sacrificed for the sake of simplicity. In [3], the stabilization ofẋwith the transition matrix Φ A (t, t 0 ) being the unique solution toΦis considered assuming that the controllability gramianis non-singular and bounded from above. Then, for any α > 0, the control law
A (t + τ, t)x(t) whereand β ∈ [ 1 2 , ∞) stabilizes (2) with a prescribed degree of stability of at least where P is the solution to the Lyapunov equationAny vector norm · of the estimation error e =x − x satisfies e(t) ≤ ke − 1 2 αt , t ≥ 0 and some constant k, whose value depends only on the initial conditions and u. It worth to notice here that the actual upper bound provided in [4] relates to the convergence of a Lyapunov function and does not take into account the fact that the estimation error norm converges as a square root of it, thus necessitating the factor 1 2 in the exponential. The observer exists when, for some t 0 , u satisfies the "persistency" property