Title :
Covariance Control for Sampled-Data Feedback Systems
Author :
Fujioka, Hisaya ; Hara, Shinji
Author_Institution :
Department of Control Engineering, Tokyo Institute of Technology, Oh-okayama, Meguro-ku, Tokyo, 152 Japan
Abstract :
This paper discusses the covariance control for sampled-data systems. Definition of covariances of sampled-data systems are given for both stochastic and deterministic inputs. We derive the assignability condition of the state covariance of the sampled-data systems.
Keywords :
Control engineering; Control systems; Control theory; Covariance matrix; Eigenvalues and eigenfunctions; Equations; Sampling methods; State feedback; State-space methods; Stochastic processes;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9
