Title :
Design of covariance controllers and estimators with prescribed pole locations
Author :
Yaz, E. ; Azemi, A. ; Skelton, R.E.
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
Abstract :
Pole placement features of continuous-time covariance controllers are considered. First, a qualitative property of pole placement as a function of the chosen design covariance is provided. Then, two design techniques for assignment of closed-loop poles to specific regions in the complex plane are described. The necessary and sufficient conditions for assignability, complete characterization of the necessary control gains for assignment, and results on the satisfaction of covariance upper bounds are provided. Examples illustrate the proposed techniques; estimation counterparts of these design techniques are given; and further extensions are pointed out. The results obtained make it possible to satisfy performance criteria like transient response and stability robustness in addition to guaranteeing bounds on the mean square values of the state variables
Keywords :
closed loop systems; control system synthesis; poles and zeros; stability; transient response; assignability; closed-loop poles; covariance controllers; covariance upper bounds; design techniques; mean square values; prescribed pole locations; stability robustness; state variables; transient response; Additive noise; Control systems; Equations; Estimation error; Robust stability; Stability criteria; State feedback; Stochastic systems; Sufficient conditions; Symmetric matrices; Transient response; Upper bound;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371758
