ON PLANT AND LQG CONTROLLER CONTINUITY QUESTIONS

Using the dual Youla parametrizations of controller-based coprime fact or plant perturbations and plant-based coprime factor controller pertu rbations, we study the LQG plant-controller continuity question. Indee d, we show that it is possible to calculate a new optimal LQG controll er from a previous one when the plant is slightly changed, and to quan tify the change in the controller as a function of the change in the p lant. In addition, we compute the degradation in the achieved LQG cost when the LQG controller is computed on the basis of a perturbation of the real plant. As a by-product, we characterize the set of all plant s that have the same optimal LQG controller. (C) 1998 Elsevier Science Ltd. All rights reserved.