STABILITY ROBUSTNESS OF THE LQG SYSTEM WITH NOISE UNCERTAINTY AND NONLINEAR LINEAR TIME-VARYING PLANT PERTURBATIONS

In this paper, the problem of stability robustness of the LQG system u nder noise uncertainty and nonlinear/linear time-varying plant perturb ations is investigated. The saddle point inequality of the closed-loop system performance is employed to cope with noise uncertainty, and a new condition for sufficient system stability robustness under nonline ar/linear time-varying plant perturbations is presented. Finally, an i llustrating example is given to show numerically the superiority of th e proposed sufficiency condition over the one reported recently.