Continuity Properties of LQG Optimal Controllers
M. Green and M.C. Smith
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.