Guaranteed stability margins for discrete-time LQ optimal regulators for the performance index with cross-product terms (Q1390731)

The stability robustness of deterministic state feedback discrete-time linear quadratic (LQ) optimal regulators for a performance index with cross-product terms is analyzed. Guaranteed stability margins for such a type of LQ optimal regulator are derived. These stability margins are obtained on the basis of a modified return difference equality and are expressed directly in terms of the elementary cost and system matrices. Sufficient conditions to guarantee the required stability margins are presented. Finally, the connection between the derived stability margins and the selection of weighting state, input, and cross-product matrices is investigated, and useful guidelines for choosing proper weighting matrices are presented.