Frequency domain properties of EALQR with indefinite weighting matrix

EALQR (Linear Quadratic Regulator design with Eigenstructure Assignment capability) has the capability of exact assignment of eigenstructure with the guaranteed margins of the LQR for MIMO (Multi-Input Multi-Output) systems. However, EALQR undergoes a restriction on the state-weighting matrixQ in LQR to be indefinite with respect to the region of allowable closed-loop eigenvalues. The definiteness of the weighting matrix is closely related to the robustness property of a given system. In this paper, we derive a relation between the indefinite weighting matrix Q and the robustness property for EALQR. The modified frequency domain inequality, that could be guaranteed by EQLQR with an indefinite weighting matrix, is presented.