Robust covariance control for perturbed stochastic multivariable system via variable structure control

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Title:	Robust covariance control for perturbed stochastic multivariable system via variable structure control
Authors:	Chang,KY;Wang,WJ
Contributors:	電機工程研究所
Keywords:	SLIDING MODE CONTROL;ASSIGNMENT
Date:	1999
Issue Date:	2010-06-29 20:20:43 (UTC+8)
Publisher:	中央大學
Abstract:	Based on the concept of variable structure control, this paper investigates the steady state covariance assignment problem for perturbed stochastic multivariable systems. By using the invariance property of variable structure systems, the matched perturbation of the system disappears on the sliding mode. With the aid of Ito-formula, the controller u(t) is proposed. Combining the sliding phase and hitting phase of the system design, the control feedback gain matrix G is derived to satisfy the steady state covariance assignment. (C) 1999 Elsevier Science B.V. All rights reserved.
Relation:	SYSTEMS & CONTROL LETTERS
Appears in Collections:	[Graduate Institute of Electrical Engineering] journal & Dissertation

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