Constrained variance design using covariance control with observed‐state feedback for bilinear stochastic continuous systems
作者:
Hung‐Yuan Chung,
Wen‐Jer Chang,
期刊:
Journal of the Chinese Institute of Engineers
(Taylor Available online 1994)
卷期:
Volume 17,
issue 1
页码: 113-119
ISSN:0253-3839
年代: 1994
DOI:10.1080/02533839.1994.9677573
出版商: Taylor & Francis Group
关键词: bilinear stochastic systems;state covariance assignment;optimal state estimation
数据来源: Taylor
摘要:
Research on covariance control problems for stochastic systems has received rather extensive attention in recent years. In this paper, we focus our attention on the problem of constrained variance design using the covariance control with observed‐state feedback for bilinear stochastic continuous systems. We will modify a practical state covariance assignment theory incorporating the concept of state estimation, and will discuss covariance control for bilinear stochastic continuous systems.
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