ROBUSTNESS RECOVERY OF LQG-BASED MULTIVARIABLE CONTROL DESIGNS

It is shown for a LQG regulator that if there exists a constant matrix M such that the filter gain G//f equals BM and the regulator gain G//r equals kMC(k greater than equivalent to 1), the LQ guaranteed minimum stability margins are recovered at both input and output of the plant. It is also shown that if G//f does not equal BM, the LQ guaranteed margins are recoverable at the output of the plant if necessary.