Title :
Boundary covariance assignment for stochastic descriptor systems
Author :
Kherat, S.M. ; Yaz, E. ; Swei, S.M.
Author_Institution :
Sch. of Aeronaut. & Astronaut., Purdue Univ., West Lafayette, IN, USA
Abstract :
Covariance control theory is applied to singular systems when the pencil is regular. The authors characterize the set of all boundary covariances that a stochastic discrete-time descriptor system may possess and parametrize the set of all static state feedback gains that assign them. Secondly, since such systems can be decoupled into slow and fast subsystems, the set of all state covariances assignable to the slow subsystem and the set of all feedback gains are derived
Keywords :
discrete time systems; feedback; stochastic systems; boundary covariances; covariance control theory; discrete-time descriptor system; fast subsystems; pencil; singular systems; slow subsystem; static state feedback gains; stochastic descriptor systems; Boundary conditions; Control theory; Covariance matrix; Extraterrestrial phenomena; Green function; Interconnected systems; State feedback; Stochastic processes; Stochastic systems; White noise;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371575
