Robust stability and performance analysis for linear dynamic systems

In a recent paper K. Zhou and P.P. Khargonekar (ibid., vol.AC-32, pp.621-623, 1987) obtained sufficient conditions for robust stability over specified sets of matrix perturbations. These results are here extended to include performance bounds. Performance is defined as the worst-case expected value of a quadratic functional involving the state variables when the system is subjected to white noise disturbances. The results are illustrated by considering the gain margin of both an LQG controller and a robustified design obtained by D.S. Bernstein and S.W. Greeley (1986) for J.C. Doyle's examples.<
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