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Continuity Properties of LQG Optimal Controllers.

Green M. and Smith M.C.

33rd IEEE CDC, 1994

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-infinity sense. This topology is slightly stronger than the usual (H-2) gap metric convergence on transfer functions.

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BibTex Entry

@InProceedings{,
author = {Green M. and Smith M.C.},
title = {Continuity Properties of LQG Optimal Controllers. },
booktitle = {33rd IEEE CDC},
year = {1994}
}