Covariance control of discrete stochastic bilinear systemsThe covariances that certain bilinear stochastic discrete time systems may possess are characterized. An explicit parameterization of all controllers that assign such covariances is given. The state feedback assignability and robustness of the system are discussed from a deterministic point of view. This work extends the theory of covariance control for continuous time bilinear systems to a discrete time setting.
Document ID
19920046717
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Skelton, R. E. (NASA Marshall Space Flight Center Huntsville, AL, United States)
Kherat, S. M. (Purdue University West Lafayette, IN, United States)
Yaz, E. (Arkansas, University Fayetteville, United States)