Guaranteed stability margins for the discrete-time linear quadratic optimal regulator
U. Shaked · IEEE Transactions on Automatic Control · 1986
The stability properties of the linear quadratic deterministic optimal regulator are investigated in the discrete-time case. Guaranteed phase- and gain- margins are obtained for the regulator in terms of the singular values of the matrices of the regulator state-space description. These margins are compared to their continuous-time counterparts and their implication on the regulator robustness is discussed.