In this paper we study the theory of robust control. Specially we discuss and analyze the theory of Linear quadratic Gaussian control and the theory of implementing the stability of a uncertain time-delay system which include in the theory of robust control, and deduces some theories in detail, and gets the using method of the two theories in the actual systems.In this paper we first discuss and analyze the uncertainty of the macroeconomic system by the theory of Linear quadratic Gaussian control, and try to avoid the effect of the modeling error in system and the disturbed signal from the system and outside. By using the MATLAB software to simulate, we can get the optimal control strategy. In addition, we design a dual-stabilizing controller of a time-delay system with uncertainty.We can keep the stability of the macroeconomic system and obtain the guideline by using the policy of finance and currency properly. For time-delay system with uncertainty we can keep dual-stability by solving two Riccati equations,...
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