DocumentCode
978321
Title
Theory of state covariance assignment for linear single-input systems
Author
Sreeram, V. ; Liu, W.-Q. ; Diab, M.
Author_Institution
Dept. of Electr. & Electron. Eng., Western Australia Univ., Nedlands, WA, Australia
Volume
143
Issue
3
fYear
1996
fDate
5/1/1996 12:00:00 AM
Firstpage
289
Lastpage
295
Abstract
An alternative method for state covariance assignment for a general class of linear single-input systems is proposed. New formulas for both discrete and continuous systems are presented based on the inverse solutions of Lyapunov equations. These formulas are similar to the equations for pole placement. The set of all assignable covariance matrices to a single-input system is also characterised. Techniques for constructing these matrices are also described
Keywords
Lyapunov methods; control system synthesis; covariance matrices; Lyapunov equations; assignable covariance matrices; continuous systems; discrete systems; inverse solutions; linear single-input systems; pole placement; state covariance assignment;
fLanguage
English
Journal_Title
Control Theory and Applications, IEE Proceedings -
Publisher
iet
ISSN
1350-2379
Type
jour
DOI
10.1049/ip-cta:19960242
Filename
503039
Link To Document