Synthesis of Covariance Controllers on the Basis of the System Embedding Technology

被引：0

作者：

N. I. Sel’vesyuk

机构：

[1] Zhukovsky Air Force Engineering Academy,

来源：

Automation and Remote Control | 2005年 / 66卷

关键词：

Covariance; Control System; Mechanical Engineer; Linear System; Covariance Matrix;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A new approach to the synthesis of stochastic control systems, which is called the theory of covariance control, is set out in this paper. Its essence involves securing a prescribed steady-state value of the state covariance matrix of a linear system with the aid of feedback. The necessary and sufficient conditions of the attainability of the state covariance matrix are defined and formulas for the entire set of stabilizing covariance controllers are derived.

引用

页码：963 / 973

页数：10

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