Title :
Continuity properties of LQG optimal controllers
Author :
Green, Michael ; Smith, Malcolm C.
Author_Institution :
Dept. of Eng., Australian Nat. Univ., Canberra, ACT, Australia
Abstract :
It is shown that the LQG optimal controller is a continuous function of the plant. The result is proved for a class of plants which contains the class of strictly proper finite-dimensional plants. The topology employed is the one generated by convergence of the closed loop transfer functions in an induced L∞ sense. This topology is slightly stronger than the usual (H2) gap metric convergence on transfer functions
Keywords :
closed loop systems; control system analysis; convergence of numerical methods; linear quadratic Gaussian control; matrix algebra; multidimensional systems; topology; transfer functions; LQG optimal control; Wiener algebra; closed loop transfer functions; continuity properties; convergence; finite-dimensional plants; linear quadratic Gaussian control; topology; Algebra; Australia; Convergence; Feedback; Fourier transforms; Hydrogen; Optimal control; Riccati equations; Topology; Transfer functions;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411608
