Optimization of linear-quadratic regulator systems in the presence of parameter perturbations

The problem of LQ optimality under parameter perturbations is discussed and a sufficient condition is given for insensitivity of the optimality of a closed-loop system to parameter variations. The permitted region (PR) of parameter perturbations is further introduced so that a perturbed closed-loop system will still be optimal to the parameter variations within PR and an algorithm is given for its construction. The possible ways are then suggested for expanding the size of PR.