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

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

Issue:
1999年01期
Page:
18-22
Research Field:
Publishing date:

Info

Title:
Deadbeat Control in the Theory of Dynamic Covariance Assignment for Discrete time Systems
Author(s):
Huo Peijun Wang Zidong ① Guo Zhi ①
School of Management,Shanghai,Jiaotong University,Shanghai200052)
Keywords:
linear systems discrete systems stochast ic systems dynamic output feedback deadbeat control covariance assignment
PACS:
TP271.74
DOI:
-
Abstract:
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.

References:

1 Ho tz A, Skelton R E. Covariance control theory . Int J Contr ol, 1987, 46( 1) : 13~ 32
2 Skelton R E, Iwasaki T. Liapunov and covariance controllers. Int J Contro l, 1993, 57( 3) : 519~536
3 Skelton R E, I keda M. Cov ar iance contro llers fo r linear continuous time systems. Int J Contro l,1995, 49( 5) : 1 773~ 1 785
4 Collins Jr E G, Skelton R E. A theor y of state covariance assignment for discr ete systems. IEEE Trans Automat Contr, 1987, 32( 1) : 35~ 41
5 Wang Zidong , Guo Zhi. Deadbeat covariance co ntrollers for discrete systems. Contr ol Theory and Applicat ions, 1996, 13( 2) : 169~ 174
6 ÅstrÊ m K J. Introduction to stochast ic contr ol theor y. New Yor k: Academic Press, 1970

Memo

Memo:
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Last Update: 2013-03-29