Synthesis of Covariance Controllers on the Basis of the System Embedding Technology

Authors:
N. I. Sel'Vesyuk
Affiliations:
Zhukovsky Air Force Engineering Academy, Moscow, Russia
Venue:
Automation and Remote Control
Year:
2005

Citing 3
Cited 0

System identification: theory for the user

System identification: theory for the user
Static output feedback—a survey

Automatica (Journal of IFAC)
Linear Optimal Control Systems

Linear Optimal Control Systems

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Abstract

A new approach to the synthesis of stochastic control systems, which is called the theory of covariance control, is set out in this paper. Its essence involves securing a prescribed steady-state value of the state covariance matrix of a linear system with the aid of feedback. The necessary and sufficient conditions of the attainability of the state covariance matrix are defined and formulas for the entire set of stabilizing covariance controllers are derived.