On Plant and LQG Controller Continuity Questions

Using the dual Youla parametrizations of controllerbased coprime factor plant perturbations and plant-based coprime factor controller perturbations, we study the LQG plant-controller continuity question. Indeed, we show that it is possible to calculate a new optimal LQG controller from a previous one when the plant is slightly changed, and to quantify the change in the controller as a function of the change in the plant. In addition, we compute the degradation in the achieved LQG cost when the LQG controller is computed on the basis of aperturbation of the real plant. As a by-product, we characterize the set of all plants that have the same optimal LQG controller.