CONSTRAINED VARIANCE DESIGN USING STATE COVARIANCE ASSIGNMENT. Conference Paper

abstract

• Performance objectives which are expressed as upper bounds on the variances of the outputs and inputs are common in stochastic control problems. Many control methods which are currently used to satisfy these constraints deal with the actual objectives only indirectly. An alternative methodology is provided which deals more directly with the actual performance objectives. The methodology is based on the theory of state covariance assignment. An example is presented to illustrate the methodology.

published proceedings

• Proceedings of the American Control Conference

author list (cited authors)

• Collins, E. G., & Skelton, R. E.

complete list of authors

• Collins, EG||Skelton, RE

publication date

• January 1986

published in

• Proceedings of the ... American Control Conference. American Control Conference  Journal

start page

• 51

end page

• 56