A covariance control theory Conference Paper uri icon


  • Much theoretical work exists for the use of covariance matrices in both identification and in state estimation. However, there exists no theory for the control of covariances. The need for a theory of covariance control may be argued from two points: 1) many engineering systems have performance requirements which are naturally stated in terms of root-mean-square (RMS) values of the system states or output and 2) the various theories of identification, estimation, and model reduction use covariances as a measure of performance. Hence a theory on covariance control may help unify the modeling and control problem theory is introduced for designing linear feedback controllers so that the closed-loop system achieves a specified state covariance.

name of conference

  • 1985 24th IEEE Conference on Decision and Control

published proceedings

  • 1985 24th IEEE Conference on Decision and Control
  • Proceedings of the IEEE Conference on Decision and Control

author list (cited authors)

  • Hotz, A. F., & Skelton, R. E.

citation count

  • 29

complete list of authors

  • Hotz, Anthony F||Skelton, Robert E

publication date

  • December 1985