A theory of state covariance assignment for discrete systems Academic Article

abstract

• In many regulation control problems it is desired to design the controller so that various system states have acceptable root-mean-squared squared values. This is a multiple objective problem. One way to satisfy these objectives is to assign a specified state covariance to the system. The authors introduce and solve the following problem: (1) characterize the entire set of state covariances which may be assigned to a linear discrete-time system by state feedback; and (2) find the set of all state feedback gains which will assign an admissable state covariance to the system. Extensions are also presented for state estimate feedback.

authors

• Skelton, Robert

published proceedings

• IEEE Transactions on Automatic Control

author list (cited authors)

• Collins, E., & Skelton, R.

citation count

• 92

complete list of authors

• Collins, E||Skelton, R

publication date

• January 1987

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• IEEE Transactions on Automatic Control  Journal

Digital Object Identifier (DOI)

• 10.1109/tac.1987.1104443

start page

• 35

end page

• 41

volume

• 32

issue

• 1

URL

• http://dx.doi.org/10.1109/tac.1987.1104443