Covariance assignment for stochastic model reference systems via sliding mode control concept

Based on the concept of sliding mode control, the paper studies the error state covariance assignment problem for stochastic model reference systems. Because of the invariance property of variable structure systems, the matched model reference input and the plant error term disappear on the sliding mode of the error system. With the aid of the Ito-formula, the controller is proposed. Combining the sliding phase and hitting phase of the system design, the feedback gain matrix G is derived to achieve the error state covariance assignment