Title :
Control of state and input covariances for dynamic systems
Author :
Skelton, Robert E.
Author_Institution :
Sch. of Aeronaut. & Astronaut., Purdue Univ., West Lafayette, IN, USA
Abstract :
The set of all state and input covariances that a linear closed-loop system may possess is characterized. For any choice of state covariance within this set, all dynamic controllers which assign those covariances are parameterized. The number of free parameters in these controllers is related to the excess of the controller order over the sum of the number of controls and measurements. If the desired state covariance is not assignable, it is also proved that for the state feedback case the controllers presented are the closest solutions to the corresponding Lyapunov equation in the norm sense
Keywords :
closed loop systems; feedback; linear systems; Lyapunov equation; closed-loop system; dynamic systems; input covariances; linear systems; state covariances; Aerodynamics; Analog computers; Control design; Control systems; Control theory; Covariance matrix; Eigenvalues and eigenfunctions; Riccati equations; Stability; Transient response;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194659
