论文信息 - Theory of state covariance assignment for linear single-input systems

Theory of state covariance assignment for linear single-input systems

An alternative method for state covariance assignment for a general class of linear single-input systems is proposed. New formulas for both discrete and continuous systems are presented based on the inverse solutions of Lyapunov equations. These formulas are similar to the equations for pole placement. The set of all assignable covariance matrices to a single-input system is also characterised. Techniques for constructing these matrices are also described.

Victor Sreeram | Wanquan Liu | M. Diab

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