LQG/LTR control of input-delayed discrete-time systems

A simple robust cheap LQG control is considered for discrete-time systems with constant input delay. It is well known that the full loop transfer recovery (LTR) effect measured by error function ∆(z) can only be obtained for minimum-phase (MPH) systems without time-delay. Explicit analytical expressions for ∆z) versus delay d are derived for both MPH and NMPH (nonminimum-phase) systems. Obviously, introducing delay deteriorates the LTR effect. In this context the ARMAX system as a simple example of noise-correlated system is examined. The robustness of LQG/LTR control is analyzed and compared with state prediction control whose robust stability is formulated via LMI. Also, the robustness with respect to uncertain time-delay is considered including the control systems which are unstable in open-loop. An analysis of LQG/LTR problem for noise-correlated systems, particularly for ARMAX system, is included and the case of proper systems is analyzed. Computer simulations of second-order systems with constant time-delay are given to illustrate the performance and recovery error for considered systems and controllers.