Evolution of a design methodology for LQG/LTR

Experience with the linear-quadratic-Gaussian/loop-transfer-recovery (LQG/LTR) design methodology has demonstrated several inadequacies in that theory of design. The author focuses on the problems associated with the selection of a state weighting matrix for the regulator design (or of the process noise covariance matrix for the filter design) to satisfy constraints on the singular values of the design´s return ratio (the balancing problem). Modifications are proposed and discussed that are based on the interactions between nominal plant poles at the origin (system type), integral control via state augmentation, selection of constraints placed on the singular values of the return ratio, and the method used to meet those constraints. The author tracks the evolution of his philosophy toward LQG/LTR design and summarizes his current approach toward balancing the design.<>