Theory of state covariance assignment for linear single-input systems

被引：10
|
作者：
Sreeram, V
Liu, WQ
Diab, M
机构：
[1] Department of Electrical and Electronic Engineering, University of Western Australia, Nedlands
来源：
IEE PROCEEDINGS-CONTROL THEORY AND APPLICATIONS | 1996年 / 143卷 / 03期
关键词：
control system design; covariance assignment; pole placement;
D O I：
10.1049/ip-cta:19960242
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
An alternative method for state covariance assignment for a general class of linear single-input systems is proposed. New formulas for both discrete and continuous systems are presented based on the inverse solutions of Lyapunov equations. These formulas are similar to the equations for pole placement. The set of all assignable covariance matrices to a single-input system is also characterised. Techniques for constructing these matrices are also described.
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页码：289 / 295
页数：7
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