On the observer-based structure of covariance controllers

DOI10.1016/0167-6911(94)90022-1zbMath0795.93022OpenAlexW2179903264MaRDI QIDQ1319471

Robert E. Skelton, Tetsuya Iwasaki

Publication date: 19 April 1994

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

Full work available at URL: https://doi.org/10.1016/0167-6911(94)90022-1

zbMATH Keywords

closed-loop systemKalman filter

Mathematics Subject Classification ID

Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Observability (93B07)

Related Items (2)

Unnamed Item ⋮ A moment-based approach for nonlinear stochastic tracking control

Cites Work

• Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems
• Alternating convex projection methods for discrete-time covariance control design
• Covariance control theory
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Gramian assignment based on the Lyapunov equation
• Controller reduction using canonical interactions
• Covariance controllers for linear continuous-time systems
• An improved covariance assignment theory for discrete systems
• Liapunov and covariance controllers
• A recursive construction algorithm for covariance control
• All fixed-order H/sub /spl infin controllers: observer-based structure and covariance bounds
• All covariance controllers for linear discrete-time systems

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