Title :
Covariance control discrete systems
Author :
Collins, Emmanuel G. ; Skelton, R.E.
Author_Institution :
Purdue University, West Lafayette, IN
Abstract :
Recently, a theory for the control of covariances has been introduced for continuous systems [1]. The theory satisfies two needs. First, the performance requirements of many engineering control problems are naturally stated in terms of the root-mean-squared (rms) values of the system states or outputs. A theory of covariance control could be used in the design of control laws to satisfy these objectives. Secondly, the use of covariances as a measure of performance appears in the various theories for estimation, identification, realization and model reduction. Thus, a theory for the control of covariances may aid in integrating modelling and control problems. The purpose of this paper is to introduce a theory of covariance control for discrete systems.
Keywords :
Actuators; Area measurement; Constraint theory; Continuous time systems; Control systems; Covariance matrix; Design engineering; Estimation theory; Extraterrestrial measurements; Reduced order systems;
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1985.268544
