Robustness of covariance controllers for discrete systems Conference Paper uri icon


  • Many types of performance and stability robustness are shown to be directly related to properties of the closed-loop covariance matrix. Such robustness properties include: robustness to uncertain disturbances, to uncertain structured parameters, to uncertain unstructured parameters, and to L performance requirements. Covariance controllers assign a specified covariance matrix to the closed-loop system. Hence, they can deliver a prescribed degree of robustness with respect to disturbance rejection and structured and unstructured parameter changes.

name of conference

  • IEEE International Conference on Systems Engineering

published proceedings

  • IEEE International Conference on Systems Engineering

author list (cited authors)

  • Zhu, G., & Skelton, R.

citation count

  • 6

complete list of authors

  • Zhu, G||Skelton, R

publication date

  • January 1989