Robust covariance control for perturbed stochastic multivariable system via variable structure control

DOI10.1016/S0167-6911(99)00038-9zbMath0948.93008OpenAlexW2054269267MaRDI QIDQ1960637

Wen-June Wang, Koan-Yuh Chang

Publication date: 12 January 2000

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

Full work available at URL: https://doi.org/10.1016/s0167-6911(99)00038-9

zbMATH Keywords

variable structure controlsemimartingaleswitching functionrobust state covariance assignment

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Variable structure systems (93B12)

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Cites Work

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• Covariance control with variance constraints for continuous perturbed stochastic systems
• Covariance controllers: A new parametrization of the class of all stabilizing controllers
• The invariance conditions in variable structure systems
• Covariance control theory
• Variable structure systems with sliding modes
• Upper and lower covariance bounds for perturbed linear systems

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