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

《南京理工大学学报》(自然科学版)[ISSN:1005-9830/CN:32-1397/N]

Issue:
1998年03期
Page:
20-23
Research Field:
Publishing date:

Info

Title:
Output Feedback Control for Discrete Stochastic Systems with Covariance Assignment
Author(s):
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
Keywords:
discrete-t ime systems stochast ic systems output feedback covariance assignment
PACS:
TP271.8,TP202.4
DOI:
-
Abstract:
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.

References:

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Last Update: 2013-03-29