Title :
A Computational Algorithm for Covariance Control: Discrete-time Case
Author :
Iwasaki, T. ; Skelton, R.E. ; Corless, M.J.
Author_Institution :
Space Systems Control Laboratory, Purdue University, West Lafayette, IN 47907
Abstract :
A new controller design method for linear discrete-time systems is proposed via covariance assignment. The primary contributions of this paper are twofold. First, the set of all closed loop plant state covariances which a linear discrete-time system may possess is characterized. The set is shown to be convex. Secondly, a finite step algorithm for constructing an assignable plant state covariance is presented.
Keywords :
Closed loop systems; Control systems; Control theory; Covariance matrix; Laboratories; Linear systems; Riccati equations; Sufficient conditions; Symmetric matrices; White noise;
Conference_Titel :
American Control Conference, 1993
Conference_Location :
San Francisco, CA, USA
Print_ISBN :
0-7803-0860-3
