SENSITIVITY PROPERTIES OF A CLASS OF DISCRETE-TIME LQG CONTROLLERS WITH COMPUTATION DELAYS

Sensitivity properties of the discrete-time LQG controller which utilizes the optimal state-predictor to compensate L-step computation delays are discussed. We obtain multiplicative decompositions of the sensitivity matrices at the input and output of a plant, which clarify the effect of computation delays and imperfect observation. Furthermore, these decompositions are used to show that duality between the sensitivity properties at the input and those at the output holds for L ≥ 1 and to identify the asymptotic senstivity matrices obtained by loop transfer recovery procedures.