Stability robustness of the continuous-time LQG system under plant perturbation and noise uncertainty
✍ Scribed by J.S. Luo; A. Johnson
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 354 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0005-1098
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✦ Synopsis
In this paper the robustness of the continuoustime 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.
1. Notation A[>]B '>_' is applied element by element to two matrices.
A -> B: A -B -> 0 is a positive semidefinite matrix.
Ilall is the norm of a vector a (llall = (ara)t'2).
HAll is the spectral norm of matrix A (llArl = [).ma~(AAr)]lr2).
A ÷ is a matrix obtained by replacing the entries of A with their absolute values.