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
fDate :
5/1/1996 12:00:00 AM
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;
Journal_Title :
Control Theory and Applications, IEE Proceedings -
DOI :
10.1049/ip-cta:19960242
