On the observer based structure of covariance controllers Conference Paper

abstract

• The problem of finding the set of all stabilizing full order controllers is equivalent to a problem of finding all matrices which can be assigned to the closed loop system as a state covariance. Necessary and sufficient conditions for a given matrix to be assignable as a covariance are given, and all controllers (of plant order) which assign a specified covariance are parametrized explicitly. The structure of covariance controllers is shown for the first time to be observer based (state estimator plus estimated-state feedback). The `central' state estimator of the covariance controller is shown to be the Kalman filter. Unlike the traditional estimator-based controller, the separation principle does not hold, but one can design a controller by assigning the estimation error covariance and the plant state covariance simultaneously.

name of conference

• Proceedings of 32nd IEEE Conference on Decision and Control

authors

• Skelton, Robert

published proceedings

• Proceedings of 32nd IEEE Conference on Decision and Control
• Proceedings of the IEEE Conference on Decision and Control

author list (cited authors)

• Iwasaki, T., & Skelton, R. E.

citation count

• 4

complete list of authors

• Iwasaki, T||Skelton, RE

publication date

• January 1993

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• IEEE Conference on Decision and Control  Journal

Digital Object Identifier (DOI)

• 10.1109/cdc.1993.325035

start page

• 825-826 vol.1

end page

• 826

volume

• 1

URL

• http://dx.doi.org/10.1109/cdc.1993.325035