Title :
On the theory of state-covariance assignment for single-input linear discrete systems
Author :
Sreeram, V. ; Agathoklis, P.
Author_Institution :
Dept. of Electr. & Electron. Eng., Western Australia Univ., Perth, WA, Australia
fDate :
7/1/1993 12:00:00 AM
Abstract :
An alternative method for state-covariance assignment for discrete single-input linear systems is proposed. This method is based on the inverse solution of the Lyapunov equation, and the resulting formulas are similar in structure to the formulas for pole placement. Further, the set of all covariance matrices assignable to a single-input discrete system is also characterized. The proposed method is illustrated by a numerical example
Keywords :
Lyapunov methods; control system analysis; discrete time systems; linear systems; matrix algebra; Lyapunov equation; covariance matrices; matrix algebra; single-input linear discrete systems; state-covariance assignment; Control systems; Covariance matrix; Eigenvalues and eigenfunctions; Equations; Feedback control; Linear systems; Optimal control; State feedback; Upper bound; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
