On the recovery procedure for LQG systems (Q1102920)

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scientific article; zbMATH DE number 4051491
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    On the recovery procedure for LQG systems
    scientific article; zbMATH DE number 4051491

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      On the recovery procedure for LQG systems (English)
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      1988
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      The loop transfer function recovery (LTR) procedure of \textit{J. C. Doyle} and \textit{G. Stein} [IEEE Trans. Autom. Control AC-24, 607-611 (1979; Zbl 0412.93030)] is re-examined in the context of singular measurement LQG systems. Using existing closed form expressions for singular optimal estimation an alternative proof of the LTR is presented. Some of the structural properties of the LTR are obtained naturally using this approach. It is shown that in the limit the control effort becomes infinite and therefore the critical tradeoff is between control effort and robustness.
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      loop transfer function recovery
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      singular measurement LQG systems
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      singular optimal estimation
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      robustness
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