状態帰還LQ制御において許容される状態観測誤差について On Admissible State-Observation Error in LQ Regulator
A result is presented suggesting a robustness property of the LQ regulator. We consider such a situation that the full state is accessible but accompanied by unexpected observation error or noise. In the noise-free case, the minimum cost <i>J</i><sub>0</sub> makes a trivial upper bound on the state-regulation error, and there is some margine because of the control power inclued in <i>J</i><sub>0</sub>. This margine plays a role of absorbing the loss caused by the state-observation error. In other words, the state-regulation error never exceeds <i>J</i><sub>0</sub> as long as the power spectral density of the state-observation noise is bounded by a certain constant matrix.
計測自動制御学会論文集 40(4), 477-479, 2004-04-30
The Society of Instrument and Control Engineers