A theory of state covariance assignment for discrete systems Academic Article uri icon


  • 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.

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