Computational algorithm for covariance control: Discrete-time case Conference Paper uri icon

abstract

  • A new controller design method for linear discrete-time systems is proposed via covariance assignment. The primary contributions of this paper are twofold. First, the set of all closed loop plant state covariances which a linear discrete-time system may possess is characterized. The set is shown to be convex. Secondly, a finite step algorithm for constructing an assignable plant state covariance is presented.

published proceedings

  • American Control Conference

author list (cited authors)

  • Iwasaki, T., Skelton, R. E., & Corless, M. J.

complete list of authors

  • Iwasaki, T||Skelton, RE||Corless, MJ

publication date

  • January 1993