Stability robustness of the continuous-time LQG system under plant perturbation and noise uncertainty

In this paper the robustness of the continuous-time LQG problem is studied. The system to be controlled is described by the usual state space formulation that includes the structure of plant parameter perturbations and noise uncertainty. A simple method is given to prove the saddle point inequality...

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Bibliographic Details
Published inAutomatica (Oxford) Vol. 29; no. 2; pp. 485 - 489
Main Authors Luo, J.S., Johnson, A.
Format Journal Article
LanguageEnglish
Published Oxford Elsevier Ltd 01.03.1993
Elsevier
Subjects
Applied sciences
Computer science; control theory; systems
Control theory. Systems
Exact sciences and technology
linear optimal regulator
Optimal control
Robustness
stability
state-space method
optimal control
state-space method
Robustness
linear optimal regulator
stability
Optimal regulation
Uncertainty
Robust stability
LQG control
Optimal control
State space method
Perturbation
Continuous system
Saddle point
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Summary:In this paper the robustness of the continuous-time LQG problem is studied. The system to be controlled is described by the usual state space formulation that includes the structure of plant parameter perturbations and noise uncertainty. A simple method is given to prove the saddle point inequality of the closed-loop system performance to cope with noise uncertainty. One sufficient condition, which is applicable to general linear systems, for system stability robustness under plant perturbation, is presented.
ISSN:0005-1098
1873-2836
DOI:10.1016/0005-1098(93)90143-H