DocumentCode
488056
Title
Covariance Controllers for Linear Discrete Time Systems
Author
Hsieh, Chen ; Skelton, Robert E.
Author_Institution
Research Assistant, Purdue University, School of Aeronautics and Astronautics, West Lafayette, IN 47907
fYear
1989
fDate
21-23 June 1989
Firstpage
2597
Lastpage
2602
Abstract
This research characterizes the set of all covariances that a linear discrete time plant with a controller of specified order may possess. The controllers that assign such covariances to the system are given explicitly in closed form. The freedom in these covariance controllers is parameterized by two orthogonal matrices.
Keywords
Closed loop systems; Control systems; Covariance matrix; Discrete time systems; Erbium; Extraterrestrial measurements; Noise measurement; Optimal control; Riccati equations; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1989
Conference_Location
Pittsburgh, PA, USA
Type
conf
Filename
4790627
Link To Document