Revisit of LQG Control-A New Paradigm with Recovered Robustness

Abstract

In this paper, a revisit of the classical LQG control is performed with a new design paradigm which is motivated by the well-known Youla-Kučera parameterization of all stabilizing controllers. In particular, it is shown that this new paradigm renders the exactly same LQG control performance if there is no modeling mismatch for the plant, but provides automatic robust recovery of the LQG performance when the modeling error is present. It is also noted that the recovery is driven by the 'error size' of the modeling mismatch, resulting in much less conservativeness of the control performance compared with the traditional mixed {{\mathcal{H}}-2}/{{\mathcal{H}}-\infty } design which is conducted ..