Control of state and input covariances for dynamic systems Conference Paper

abstract

• The set of all state and input covariances that a linear closed-loop system may possess is characterized. For any choice of state covariance within this set, all dynamic controllers which assign those covariances are parameterized. The number of free parameters in these controllers is related to the excess of the controller order over the sum of the number of controls and measurements. If the desired state covariance is not assignable, it is also proved that for the state feedback case the controllers presented are the closest solutions to the corresponding Lyapunov equation in the norm sense.

name of conference

• Proceedings of the 27th IEEE Conference on Decision and Control

authors

• Skelton, Robert

published proceedings

• Proceedings of the 27th IEEE Conference on Decision and Control
• Proceedings of the IEEE Conference on Decision and Control

author list (cited authors)

• Skelton, R. E.

citation count

• 3

complete list of authors

• Skelton, RE

publication date

• January 1988

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.1988.194659

start page

• 1902-1907 vol.3

end page

• 1907

URL

• http://dx.doi.org/10.1109/cdc.1988.194659