Stability robustness bounds for discrete-time linear regulators

Stability robustness analysis and design for linear multivariable discrete-time systems with bounded uncertainties are discussed. Robust stability of the full-state feedback linear quadratic (LQ) regulator in the presence of perturbations (modelling errors) of the system matrices is investigated. These results are based on a recently developed bound on elemental (structured) time-varying perturbations of an asymptotically stable linear time-invariant discrete-time system. Lyapunov theory and singular value decomposition techniques are employed in deriving these bounds. Extensions of these results to linear stochastic systems with the Kalman filter as the stale estimator (LQG regulators) and to reduced-order dynamic compensator feedback are described. A state feedback control design method is presented for LQ regulators, using a quantitative measure called the Stability Robustness Index. Simple examples illustrate these new results.