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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/29279


    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:[電機工程研究所] 期刊論文

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