LQG/LTR methods for linear systems with delay in state

The LQG/LTR (linear quadratic Gaussian/loop transfer recovery) method is discussed, along with related frequency-domain properties for linear systems with delay in state. Based on the frequency-domain inequality and a robust stability condition, the guaranteed stability margin of LQ regulators and the guaranteed nondivergence margin of Kalman filters are obtained. To improve the robustness of LQG regulators, the asymptotic property of the filter gain is investigated and a loop-transfer recovery procedure is suggested with an illustration.<
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