Stability robustness of linear quadratic regulators.

In quadratic optimal control theory, the multivariable linear quadratic regulator is guaranteed to have excellent stability margins if the weight on the control inputs is diagonal. However, for the non-diagonal case, it may suffer from poor robustness. In this paper, these robustness properties are studied in relation to weight selection. For general weighting matrices, a new lower bound on the minimum singular value of the return difference is presented. New guaranteed stability margins are also presented. This gives a formal mathematical basis for guidelines for weight selection. Copyright © 2015 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]