DocumentCode
1545881
Title
Upper and lower covariance bounds for perturbed linear systems
Author
Xu, J.-H. ; Skelton, R.E. ; Zhu, G.
Author_Institution
Sch. of Aeronaut. & Astronaut., Purdue Univ., West Lafayette, IN, USA
Volume
35
Issue
8
fYear
1990
fDate
8/1/1990 12:00:00 AM
Firstpage
944
Lastpage
948
Abstract
Both upper and lower bounds are established for state covariance matrices under parameter perturbations of the plant. The motivation for this study lies in the fact that many robustness properties of linear systems are given explicitly in terms of the state covariance matrix. Moreover, there exists a theory for control by covariance assignment. The results provide robustness properties of these covariance controllers
Keywords
control system analysis; linear systems; matrix algebra; stability; covariance bounds; lower bounds; parameter perturbations; perturbed linear systems; robustness; stability; state covariance matrices; upper bounds; Automatic control; Bismuth; Control systems; Design methodology; Linear systems; Optimal control; Riccati equations; Stacking; Steady-state; Uncertainty;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.58509
Filename
58509
Link To Document