DocumentCode
490519
Title
A Computational Algorithm for Covariance Control: Discrete-time Case
Author
Iwasaki, T. ; Skelton, R.E. ; Corless, M.J.
Author_Institution
Space Systems Control Laboratory, Purdue University, West Lafayette, IN 47907
fYear
1993
fDate
2-4 June 1993
Firstpage
2332
Lastpage
2333
Abstract
A new controller design method for linear discrete-time systems is proposed via covariance assignment. The primary contributions of this paper are twofold. First, the set of all closed loop plant state covariances which a linear discrete-time system may possess is characterized. The set is shown to be convex. Secondly, a finite step algorithm for constructing an assignable plant state covariance is presented.
Keywords
Closed loop systems; Control systems; Control theory; Covariance matrix; Laboratories; Linear systems; Riccati equations; Sufficient conditions; Symmetric matrices; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1993
Conference_Location
San Francisco, CA, USA
Print_ISBN
0-7803-0860-3
Type
conf
Filename
4793304
Link To Document