Covariance Control of Discrete Stochastic Bilinear Systems Conference Paper uri icon


  • The covariances that certain bilinear stochastic discrete time systems may possess are characterized. An explicit parameterization of all controllers that assign such covariances is given. The state feedback assignability and robustness of the system are discussed from a deterministic point of view. This work extends the theory of covariance control for continuous time bilinear systems to a discrete time setting.

name of conference

  • 1991 American Control Conference

published proceedings

  • 1991 American Control Conference
  • Proceedings of the American Control Conference

author list (cited authors)

  • Skelton, R. E., Kherat, S. M., & Yaz, E.

citation count

  • 16

complete list of authors

  • Skelton, RE||Kherat, SM||Yaz, E

publication date

  • June 1991