Controller design for the improvement of feedback properties: A method for tuning the weight in the evaluation function of the LQG theory

In the controller design of a linear time-invariant system, it is important to improve the feedback properties such as robust stability and sensitivity. In the multi-input multi-output case, these properties can be estimated by using the singular values of return difference matrix. The design method to obtain better singular-value-points is desired. How to tune the weight matrix of performance index and/or covariance matrix of noise in the Linear Quadratic Gaussian (LQC) theory to get a desired singular-value-plot was studied. First, the property of singular-value plots of return difference matrix of a system designed by LQG theory is examined from the viewpoint of tuning weight. Second, a distance between real singular-value-plots and a desired plot is defined, and the weight of performance index is numerically determined by quasi-Newton method so that the distance is minimized.