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Allowable parameter variations and robustness recovery in LQG regulators
Author(s) -
Kim Sang Woo,
Kwon Wook Hyun,
Lee Joon Hwa
Publication year - 1991
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.4590010105
Subject(s) - linear quadratic gaussian control , regulator , weighting , control theory (sociology) , linear quadratic regulator , robustness (evolution) , mathematics , optimal projection equations , optimal control , mathematical optimization , computer science , control (management) , chemistry , physics , biochemistry , artificial intelligence , acoustics , gene
In this paper, the bounds of allowable parameter variations in the LQG regulator for fixed weighting matrices are obtained and the asymptotic properties of these bounds with respect to weighting matrices are analysed. It is shown that the guaranteed bounds of allowable parameter variations, which are independent of weighting matrices, are often small but not necessarily small under some conditions. It is also shown that under some conditions, the allowable bounds of the LQG regulator can become as large as those of the LQ regulator. In addition, a loop transfer recovery method for perturbed systems is derived under which the LQG regulator may possess the same robustness as the LQ regulator. Examples are given to validate these results.