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Guaranteed margins for LQG regulators

Authors: John C. Doyle

Published: 1978 (Journal Paper)

Source: IEEE Transactions on Automatic Control (TAC)

Algorithm: LQG

DOI: 10.1109/TAC.1978.1101812

Summary

Seminal paper demonstrating that there are no guaranteed robustness margins for linear quadratic Gaussian (LQG) controllers i.e. an optimal linear dynamic output feedback controller composed of a linear quadratic regulator (LQR) and a Kalman filter. This was proven by counterexample using a very simple linear system with two states, one control input, one disturbance input, and one output. This is in stark contrast to the simpler state feedback LQR setting, for which there are 60 degree phase and 6 dB gain margins. This paper is known for having the shortest abstract in the history of IEEE Transactions on Automatic Control, at just three words.

Abstract

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Primary

Paper ieeexplore.ieee.org

Standard

DOI 10.1109/TAC.1978.1101812

Tags

  • Linear Quadratic Gaussian (LQG)

  • Robust control