On the stability robustness of the continuous-time LQG optimal control

The robustness properties of the LQG optimal controller that is obtained by the "asymptotic recovery" method are discussed. It is shown that in spite of the good recovered stability margins the resulting closed-loop design is inherently unrobust in the sense that small parameter variations in the plant and/or small realization errors in the controller may lead to an instantaneous instability of the design.