Minimum-energy covariance controllers Academic Article uri icon


  • Covariance control theory provides a parametrization of all controllers that assign a given state covariance matrix to the closed-loop system. Such controllers are not unique. In this note we obtain the analytic expressions for the covariance controllers that minimize the required control effort. These are solutions to a minimum-effort/guaranteed-performance design problem, in the sense that the required control effort is minimized subject to performance constraints guaranteed by a specified state covariance matrix assignment. In a different interpretation of the results, the solutions to a minimum-effort controller redesign problem are obtained. Both continuous-time and discrete-time results are presented. 1997 Elsevier Science Ltd.

published proceedings

  • Automatica

author list (cited authors)

  • Grigoriadis, K. M., & Skelton, R. E.

citation count

  • 46

complete list of authors

  • Grigoriadis, Karolos M||Skelton, Robert E

publication date

  • April 1997