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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