Continuity Properties of LQG Optimal Controllers

M. Green and M.C. Smith


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.