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Generalized robustness of optimally of linear quadratic regulators

 

作者: KENJI SUGIMOTO,   YUTAKA YAMAMOTO,  

 

期刊: International Journal of Control  (Taylor Available online 1990)
卷期: Volume 51, issue 3  

页码: 521-533

 

ISSN:0020-7179

 

年代: 1990

 

DOI:10.1080/00207179008934082

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Robustness of the optimality of linear quadratic (LQ) optimal regulators is studied. It is shown that under a mild assumption, optimality of LQ regulators is preserved under small perturbations on bothFandGmatrices. This is made possible by allowing modifications on both weighting parametersQandR, and it also extends the existing results where perturbations onFonly are allowed. It is also observed that this modification leads to a possible change in gain margin. A numerical example is discussed in detail to illustrate the results.

 

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