TY - GEN
T1 - Parametric covariance assignment using reduced-order closed-form covariance model
AU - Zhang, Qichun
AU - Wang, Zhuo
AU - Wang, Hong
N1 - Publisher Copyright:
© 2015 Chinese Automation and Computing Society in the UK - CACS.
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 -