Stability Robustness of the LQG System with Noise Uncertainty and Nonlinear/Linear Time-Varying Plant Perturbations

In this paper, the problem of stability robustness of the LQG system under noise uncertainty and nonlinear/linear time-varying plant perturbations is investigated. The saddle point inequality of the closed-loop system performance is employed to cope with noise uncertainty, and a new condition for sufficient system stability robustness under nonlinear/linear time-varying plant perturbations is presented. Finally, an illustrating example is given to show numerically the superiority of the proposed sufficiency condition over the one reported recently.