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Deadbeat Control in the Theory of Dynamic Covariance Assignment for Discrete time Systems(PDF)


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Deadbeat Control in the Theory of Dynamic Covariance Assignment for Discrete time Systems
Huo Peijun Wang Zidong ① Guo Zhi ①
School of Management,Shanghai,Jiaotong University,Shanghai200052)
linear systems discrete systems stochast ic systems dynamic output feedback deadbeat control covariance assignment
It is quite common that many performance criteria are naturally expressed in terms of the steady-state covariance. Dy namic covariance controllers for discrete-t ime systems have much freedom. In this paper, the design f reedom is ex ploited to achieve deadbeat property such that a specif ied covariance can be assigned to the closed-loop system in f inite beat s. It is shown that the design goal can be achieved if the closed-loop mat rix has expected eigenst ructure and it s maximum sing ular value sat isfies a given inequality. Suff icient condit ions for the ex istence of the desired eigenstructure are derived. T he analyt ical ex pression of the set of expected cont rollers is also presented.


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Last Update: 2013-03-29