Covariance control and robustness of bilinear systems Conference Paper

abstract

• A parametrization of covariances that certain bilinear stochastic continuous time systems may possess is presented. A characterization of all controllers that assign such covariances is then given explicitly. The solvability of an assignability condition and the robustness of covariance controllers are then discussed from a deterministic viewpoint. Robustness measures are developed for linear systems with structured perturbations. The main motivation of this work is to extend the theory of covariance control to continuous time bilinear systems.

name of conference

• 29th IEEE Conference on Decision and Control

authors

• Skelton, Robert

published proceedings

• 29th IEEE Conference on Decision and Control
• Proceedings of the IEEE Conference on Decision and Control

author list (cited authors)

• Yadusa, K., Kherat, S., Skelton, R. E., & Yaz, E.

citation count

• 12

complete list of authors

• Yadusa, K||Kherat, S||Skelton, RE||Yaz, E

publication date

• January 1990

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• IEEE Conference on Decision and Control  Journal

Digital Object Identifier (DOI)

• 10.1109/cdc.1990.203846

start page

• 1421-1425 vol.3

end page

• 1425

volume

• 3

URL

• http://dx.doi.org/10.1109/cdc.1990.203846