LOg optimal controller synthesis with robust optimization in multivariable systems

This paper presents an algorithm to synthesize a controller for treating the problem of robustness optimization in an LQG (linear- quadratic-Gaussian) control system. The controller not only maximizes the excess stability margin in perturbed system but also minimizes the cost functional J in LQG problems by specifying two frequency dependent weighting matrices Q(s) and R(s) in the cost functional. Our approach is based on Wiener-Hopf’s technique (frequency domain approach), and two weighting matrices in cost functional are shaped by inverse LQG method. The feature of this paper is that the plant of the system has no stable, proper, square, and minimum phase constraints.