A unified method for optimal arbitrary pole placement

Abstract

We consider the classic problem of pole placement by state feedback. We offer an eigenstructure assignment algorithm to obtain a novel parametric form for the pole-placing feedback matrix that can deliver any set of desired closed-loop eigenvalues, with any desired multiplicities. This parametric formula is then exploited to introduce an unconstrained nonlinear optimisation algorithm to obtain a feedback matrix that delivers the desired pole placement with optimal robustness and minimum gain. Lastly we compare the performance of our method against several others from the recent literature.