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
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;
Conference_Titel :
American Control Conference, 1989
Conference_Location :
Pittsburgh, PA, USA
