Trade-off between noise sensitivity and robustness for LQG regulators

Abstract

The redesign of a nominal, ‘optimal’ state-space design to improve robustness properties is described. The procedure is limited to open-loop stable plants, and we treat only single-input-single-output systems. The redesign amounts to the construction of a γ-filter. The effects of the γ-filter on noise performance and improved robustness properties turn out to be fairly explicit.

Additional information

Notes on contributors

KJELL NORDSTROM†

Dept. RUS 3, Ab Bofors, S-691 80 Bofors, Sweden