Optimal linear regulator pole-placement by weight selection
International Journal of Control
A recursive algorithm for selecting the state weighting matrix of a linear quadratic regulator (LQR) problem to result in a set of desired closed-loop eigen values is presented. Aggregation is used so that at each step of the recursive process where either a real pole or a complex conjugate pair is being placed, one has to deal with two or four dimensional matrix equations regardless of the system's dimensionality. In addition the algorithm is capable of placing a complex conjugate pair at a new complex conjugate location, or at two distinct real locations. © 1989 Taylor and Francis Group, LLC.
Saif, Mehrdad. (1989). Optimal linear regulator pole-placement by weight selection. International Journal of Control, 50 (1), 399-414.