|Table of Contents|

Output Feedback Control for Discrete Stochastic Systems with Covariance Assignment(PDF)


Research Field:
Publishing date:


Output Feedback Control for Discrete Stochastic Systems with Covariance Assignment
Huo Peijun Wang Zidong ① Guo Zhi ①
School of Management,Shanghai Jiaotong University,Shanghai 200052
¹ School of Informatio n, NU ST, Nanjing 210094
discrete-t ime systems stochast ic systems output feedback covariance assignment
The state covariance assignment ( SCA) theor y has been ex tensiv ely invest igated since the SCA theo ry provides a more st raight fo rw ar d methodology than the tr aditio nal co nt ro l theory for assigning a specif ied state covariance to the co lsed-lo op system. Unfortunately , the ex isitng SCA theory via output feedback do es not take into account the measurement no ise. In this paper , the pro blem of covariance assig nment is studied for linear discrete stochast ic systems w ith measurement no ise. The pur pose of this problem is to desig n output feedback cont rollers so that the colsed-loo p system can achieve the specif ied steady-state co variance. Based on the mat rix decompositio n technique and the generalized inv erse theory , both the ex istence condit ions and the analy tical expressio n o f the desir ed co nt rol lers are given.


1 Ho tz A, Skelto n R E. Co var iance co ntro l theor y. Int J Co nt ro l, 1987, 46( 1) : 13~32
2 Skelton R E , Iw asaki T. Liapuno v and co var iance contr oller s. Int J Contr ol, 1993, 57( 3) : 519~536
3 Collins Jr E G, Skelt on R E. A theo ry of state co var iance assignment fo r discr ete-t ime sy stems.IEEE Tr ans Automat Co ntr , 1987, 32( 1) : 35~41
4  Hsieh C, Skelto n R E. All cov ariance co nt ro ller s for linear discr ete-time sy stems. IEEE Tr ans Automat Co nt r, 1990, 35( 8) : 908~915
5 Xu J H, Skelton R E. An impro ved co var iance assignment theo ry for discr ete systems. IEEE Trans Automat Co ntr , 1992, 37( 10) : 1588~1591
6 Ben-I sr ael A, Gr eville T N E. Generalized Inv erses: Theo ry a nd Applica tio ns. New Yo rk:Jo hn Wiley & Sonc Inc, 1974


Last Update: 2013-03-29