Covariance control and robustness of bilinear systems

A parametrization of covariances that certain bilinear stochastic continuous-time systems may possess is presented. A characterization of all controllers that assign such covariances is then given explicitly. The solvability of an assignability condition and the robustness of covariance controllers are then discussed from a deterministic viewpoint. Robustness measures are developed for linear systems with structured perturbations. The main motivation of this work is to extend the theory of covariance control to continuous time bilinear systems