Computing LQG plant and controller perturbations

Abstract

Using the dual Youla parametrizations of controller based coprime factor plant perturbations and plant based coprime factor controller perturbations, the authors provide a computational procedure for computing an optimal infinite horizon linear quadratic Gaussian (LQG) controller from any stabilizing controller. The method allows the authors calculate a new optimal LQG controller from a previous one when the plant has slightly changed, and quantify the change in the controller as a function of the change in the plant. In addition, the authors compute the degradation in the achieved LQG cost when the LQG controller is computed on the basis of a plant model that is close to the real plant, where the closeness is measured by some norm of the perturbation. >