Performance and robustness trades in LQG regulator design

The use of fictitious noise processes to improve the robustness of controllers based on linear quadratic Gaussian synthesis is studied in this paper. By constructing the noise process so that its effective energy is primarily in the frequency bands where robustness is lacking, improvements can be made without changing the closed-loop characteristics outside those frequency bands. Specifically, the use of fictitious colored input noise rather than white input noise, as in earlier studies, to improve control loop gain and phase margins, permits a more desirable trade-off between robustness and performance of the nominal plant.