Covariance control with variance constraints for continuous perturbed stochastic systems

DOI10.1016/0167-6911(92)90091-6zbMath0763.93079OpenAlexW2004768316MaRDI QIDQ1195852

Wen-Jer Chang, Hung-Yuan Chung

Publication date: 4 January 1993

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(92)90091-6

zbMATH Keywords

exampleconstrained variance designperturbed stochastic systems

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Stochastic systems in control theory (general) (93E03)

Related Items (4)

Robust covariance control for perturbed stochastic multivariable system via variable structure control ⋮ Robust variance-constrained control for a class of continuous time-delay systems with parameter uncertainties ⋮ Discrete fuzzy covariance control for specified decay rate ⋮ Multi-objective control for stochastic model reference systems based on LMI approach and sliding mode control concept

Cites Work

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• Analysis and synthesis of stability matrices
• Covariance control theory
• Robust stability and performance analysis for linear dynamic systems
• The optimal projection equations with Petersen-Hollot bounds: robust stability and performance via fixed-order dynamic compensation for systems with structured real-valued parameter uncertainty
• Constrained variance design for bilinear stochastic continuous systems
• A theory of state covariance assignment for discrete systems
• Upper and lower covariance bounds for perturbed linear systems

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