CONSTRAINED VARIANCE DESIGN USING COVARIANCE CONTROL WITH OBSERVED-STATE FEEDBACK FOR BILINEAR STOCHASTIC CONTINUOUS SYSTEMS

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Title:	CONSTRAINED VARIANCE DESIGN USING COVARIANCE CONTROL WITH OBSERVED-STATE FEEDBACK FOR BILINEAR STOCHASTIC CONTINUOUS SYSTEMS
Authors:	CHUNG,HY;CHANG,WJ
Contributors:	電機工程研究所
Keywords:	MULTIPLICATIVE NOISE;ASSIGNMENT
Date:	1994
Issue Date:	2010-06-29 20:24:05 (UTC+8)
Publisher:	中央大學
Abstract:	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.
Relation:	JOURNAL OF THE CHINESE INSTITUTE OF ENGINEERS
Appears in Collections:	[Graduate Institute of Electrical Engineering] journal & Dissertation

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