On the Trade-Off between Noise Sensitivity and Robustness for LQG-Regulators

A design method that makes a trade-off between noise reduction and stability requirements is suggested in the case when the process is modelled as a time invariant linear stable plant. The suggested controller is obtained by modifying the well known LQG-controller. Only the SISO-case is treated here. We give analytical expressions on how stability margins can be improved and how the stochastic properties will change using the suggested nonoptimal controller.