DocumentCode :
2096816
Title :
On the observer based structure of covariance controllers
Author :
Iwasaki, T. ; Skelton, R.E.
Author_Institution :
Space Syst. Control Lab., Purdue Univ., West Lafayette, IN, USA
fYear :
1993
fDate :
15-17 Dec 1993
Firstpage :
825
Abstract :
The problem of finding the set of all stabilizing full order controllers is equivalent to a problem of finding all matrices which can be assigned to the closed loop system as a state covariance. Necessary and sufficient conditions for a given matrix to be assignable as a covariance are given, and all controllers (of plant order) which assign a specified covariance are parametrized explicitly. The structure of covariance controllers is shown for the first time to be observer based (state estimator plus estimated-state feedback). The “central” state estimator of the covariance controller is shown to be the Kalman filter. Unlike the traditional estimator-based controller, the separation principle does not hold, but one can design a controller by assigning the estimation error covariance and the plant state covariance simultaneously
Keywords :
Kalman filters; control system analysis; filtering and prediction theory; matrix algebra; stability; state estimation; Kalman filter; central state estimator; closed loop system; covariance controllers; estimated-state feedback; estimation error covariance; matrices; necessary and sufficient conditions; observer based structure; plant state covariance; stabilizing full order controllers; state estimator; Closed loop systems; Control systems; Covariance matrix; Estimation error; Laboratories; Observers; Riccati equations; State estimation; State feedback; Yield estimation;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
Type :
conf
DOI :
10.1109/CDC.1993.325035
Filename :
325035
Link To Document :
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