Parametrization of all linear compensators for discrete-time stochastic parameter systems Academic Article uri icon


  • For discrete-time stochastic parameter systems, this paper presents a characterization of all state covariances assignable by a linear controller and a parametrization of all controllers that achieves a desired covariance. These results indirectly provide the parametrization of all linear fixed-order compensators which are mean square stabilizing for this class of systems. The paper also includes robustification of the derived compensators and an example to illustrate the results. 1994.

published proceedings

  • Automatica

author list (cited authors)

  • Yaz, E., & Skelton, R. E.

citation count

  • 18

complete list of authors

  • Yaz, Engin||Skelton, Robert E

publication date

  • June 1994