Minimum energy covariance controllers
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abstract
Covariance control theory provides a parametrization of all controllers which assign a specified state covariance matrix to the closed loop system. Such controllers are not unique. In this note we obtain the analytical expression for the covariance controllers which minimize the required control effort. These are solutions to a minimum effort/guaranteed performance control design problem, in the sense that the required control effort is minimized subject to the performance constraints guaranteed by a specified state covariance matrix assignment. In a different interpretation of the results, the solution to a minimum effort controller redesign problem is obtained.
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Proceedings of 32nd IEEE Conference on Decision and Control
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Proceedings of 32nd IEEE Conference on Decision and Control
Proceedings of the IEEE Conference on Decision and Control