- Issue:
- 1999年01期

- Page:
- 18-22

- Research Field:

- Publishing date:

- 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.

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- Memo:
- -

Last Update: 2013-03-29