Parametrization of all linear compensators for discrete-time stochastic parameter systems

✍ Scribed by Engin Yaz; Robert E. Skelton

• Publisher: Elsevier Science
• Year: 1994
• Tongue: English
• Weight: 908 KB
• Volume: 30
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/0005-1098(94)90189-9

✦ Synopsis

A characterization of all assignable state covariances and a parametrization of all linear stabilizing output feedback controllers that achieve this assignment are given for discrete-time stochastic parameter systems.

Key Wordls--Stochastic control; stability robustness; discrete-time systems; feedback control.

Ah~lr~t--For discrete-time stochastic parameter systems, this paper presents a characterization of all state covariances assignable by a linear controller and a parametrization of all controllers that achieves a desired covariance. These results indirectly provide the parametrization of all linear fixedorder compensators which are mean square stabilizing for this class of systems. The paper also includes robustification of the derived compensators and an example to illustrate the results.