The trouble with imaginary eigenvalues. Optimal control, controllability, frequency response

Abstract

We investigate a few problems in the theory of linear time-invariant systems that arise when the open-loop system possesses imaginary eigenvalues. The problems are: (1) the infinite horizon, minimum energy optimal control problem; (2) the matter of defining the controllability Gramian for systems that are not stable; (3) the regularity as a distribution of the Fourier transform of the state impulse response. Apart from separately investigating these problems, we also indicate how they are interconnected.