Parametric covariance assignment using reduced-order closed-form covariance model

Qichun Zhang; Zhuo Wang; Hong Wang

doi:10.1109/IConAC.2015.7313969

Parametric covariance assignment using reduced-order closed-form covariance model

Qichun Zhang
, Zhuo Wang
, Hong Wang

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

In this paper, two novel closed-form covariance, models using covariance matrix eigenvalues are presented for, continue-time linear stochastic systems and discrete-time linear, stochastic systems, respectively, which are subjected to Gaussian, noises. Based on these model, the state and output covariance, assignment algorithms have been developed with parametric state, and output feedback. Due to the simple structure of this model, the low-order controller can be obtained following the proposed, algorithms, which reduced computational complexity and the, extended free parameters of parametric feedback can supply, flexibility to optimization.

Original language	English
Title of host publication	2015 21st International Conference on Automation and Computing
Subtitle of host publication	Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9780992680107
DOIs	https://doi.org/10.1109/IConAC.2015.7313969
State	Published - 30 Oct 2015
Externally published	Yes
Event	21st International Conference on Automation and Computing, ICAC 2015 - Glasgow, United Kingdom Duration: 11 Sep 2015 → 12 Sep 2015

Publication series

Name	2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015

Conference

Conference	21st International Conference on Automation and Computing, ICAC 2015
Country/Territory	United Kingdom
City	Glasgow
Period	11/09/15 → 12/09/15

Keywords

Closed-form covariance
Covariance assignment
Parametric eigenstructure
model

Access to Document

10.1109/IConAC.2015.7313969

Cite this

Zhang, Q., Wang, Z., & Wang, H. (2015). Parametric covariance assignment using reduced-order closed-form covariance model. In 2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015 Article 7313969 (2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/IConAC.2015.7313969

Zhang, Qichun ; Wang, Zhuo ; Wang, Hong. / Parametric covariance assignment using reduced-order closed-form covariance model. 2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015. Institute of Electrical and Electronics Engineers Inc., 2015. (2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015).

@inproceedings{8b299826bf394b609ac852bc3c979911,

title = "Parametric covariance assignment using reduced-order closed-form covariance model",

abstract = "In this paper, two novel closed-form covariance, models using covariance matrix eigenvalues are presented for, continue-time linear stochastic systems and discrete-time linear, stochastic systems, respectively, which are subjected to Gaussian, noises. Based on these model, the state and output covariance, assignment algorithms have been developed with parametric state, and output feedback. Due to the simple structure of this model, the low-order controller can be obtained following the proposed, algorithms, which reduced computational complexity and the, extended free parameters of parametric feedback can supply, flexibility to optimization.",

keywords = "Closed-form covariance, Covariance assignment, Parametric eigenstructure, model",

author = "Qichun Zhang and Zhuo Wang and Hong Wang",

note = "Publisher Copyright: {\textcopyright} 2015 Chinese Automation and Computing Society in the UK - CACS.; 21st International Conference on Automation and Computing, ICAC 2015 ; Conference date: 11-09-2015 Through 12-09-2015",

year = "2015",

month = oct,

day = "30",

doi = "10.1109/IConAC.2015.7313969",

language = "英语",

series = "2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

booktitle = "2015 21st International Conference on Automation and Computing",

address = "美国",

}

Zhang, Q, Wang, Z & Wang, H 2015, Parametric covariance assignment using reduced-order closed-form covariance model. in 2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015., 7313969, 2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015, Institute of Electrical and Electronics Engineers Inc., 21st International Conference on Automation and Computing, ICAC 2015, Glasgow, United Kingdom, 11/09/15. https://doi.org/10.1109/IConAC.2015.7313969

Parametric covariance assignment using reduced-order closed-form covariance model. / Zhang, Qichun; Wang, Zhuo; Wang, Hong.
2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015. Institute of Electrical and Electronics Engineers Inc., 2015. 7313969 (2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Parametric covariance assignment using reduced-order closed-form covariance model

AU - Zhang, Qichun

AU - Wang, Zhuo

AU - Wang, Hong

PY - 2015/10/30

Y1 - 2015/10/30

N2 - In this paper, two novel closed-form covariance, models using covariance matrix eigenvalues are presented for, continue-time linear stochastic systems and discrete-time linear, stochastic systems, respectively, which are subjected to Gaussian, noises. Based on these model, the state and output covariance, assignment algorithms have been developed with parametric state, and output feedback. Due to the simple structure of this model, the low-order controller can be obtained following the proposed, algorithms, which reduced computational complexity and the, extended free parameters of parametric feedback can supply, flexibility to optimization.

AB - In this paper, two novel closed-form covariance, models using covariance matrix eigenvalues are presented for, continue-time linear stochastic systems and discrete-time linear, stochastic systems, respectively, which are subjected to Gaussian, noises. Based on these model, the state and output covariance, assignment algorithms have been developed with parametric state, and output feedback. Due to the simple structure of this model, the low-order controller can be obtained following the proposed, algorithms, which reduced computational complexity and the, extended free parameters of parametric feedback can supply, flexibility to optimization.

KW - Closed-form covariance

KW - Covariance assignment

KW - Parametric eigenstructure

KW - model

UR - https://www.scopus.com/pages/publications/84964027585

U2 - 10.1109/IConAC.2015.7313969

DO - 10.1109/IConAC.2015.7313969

M3 - 会议稿件

AN - SCOPUS:84964027585

T3 - 2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015

BT - 2015 21st International Conference on Automation and Computing

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 21st International Conference on Automation and Computing, ICAC 2015

Y2 - 11 September 2015 through 12 September 2015

ER -

Zhang Q, Wang Z, Wang H. Parametric covariance assignment using reduced-order closed-form covariance model. In 2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015. Institute of Electrical and Electronics Engineers Inc. 2015. 7313969. (2015 21st International Conference on Automation and Computing: Automation, Computing and Manufacturing for New Economic Growth, ICAC 2015). doi: 10.1109/IConAC.2015.7313969

Parametric covariance assignment using reduced-order closed-form covariance model

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