Performance Evaluation of Optimal Linear Systems†

Abstract

The parameter variation problem of optimal linear control systems with quadratic performance indices is considered. The change in performance due to persistent changes in parameters is easily evaluated by considering the performance index as the Lyapunov function. Assuming the control law to be unchanged, parameter variations that cause system performance deterioration or improvement, are studied on the parameter plane. The bounds on performance are also given. The last example deals with a piecewise linear system.