Fall 2001 16.31 22–12
Weighting Matrix Selection
? A good rule of thumb when selecting the weighting matrices R
xx
(or R
zz
)and R
uu
is to normalize the signals:
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R
xx
=
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R
uu
=
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?
α
2
1
(x
1
)
2
max
α
2
2
(x
2
)
2
max
.
.
.
α
2
n
(x
n
)
2
max
β
2
1
(u
1
)
2
max
β
2
2
(u
2
)
2
max
.
.
.
β
2
m
(u
m
)
2
max
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? The (x
i
)
max
and (u
i
)
max
represent the largest desired response/control
input for that component of the state/actuator signal.
? The α
i
and β
i
are used to add an additional relative weighting on
the various components of the state/control