Dead-beat control in the theory of state covariance assignment

It is quite common in stochastic control problems to have performance objective that are expressed in terms of the covariances of the system state. In this research the following control problem is solved: design the linear feedback controller so that the covariance of the system state achieves the steady-state value during finite beats, and this steady-state covariance achieves the specified state covariance simultaneously. The existence conditions and the design methods of this class of the feedback controllers are discussed in this paper. The straightforward design steps are also given.<>