Minimum-energy covariance controllers (Q1361308): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum-energy covariance controllers |
scientific article |
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Minimum-energy covariance controllers (English)
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23 July 1997
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Parametrization of covariance assignment controllers is considered and analytic expressions are given for such controllers that accomplish this with minimum energy expenditure. Static state and dynamic output feedback situations are investigated for both continuous- and discrete-time linear systems. An example illustrates the ideas.
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optimal stochastic control
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covariance assignment controllers
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