On the improvement of the guaranteed stability margins for the discrete time LQ regulator

In this paper, the selection method of weighting matrices in the discrete-time LQ problem are suggested in order to improve the guaranteed stability margins, i.e. the gain and phase margins. The asymptotic properties of the solution of the algebraic Riccati equations are investigated by using the closed form solution of the difference Riccati equations. It is shown that the solution of the algebraic Riccati equations monotonically increases as the state weighting matrix Q or the control weighting matrix R increase. The increasing rate of the solution is shown to be much less than that of R for large R. It is also proven that the guaranteed stability margins increases as the ratio between Q and R decreases.