Variable structure-based covariance assignment for stochastic multivariable model reference systems (Q1961206)

A linear time-invariant stochastic system and the corresponding desired reference model are considered on a filtered probability space. Based on the approach of the variable structure control and considering the plant error term and the reference model input as perturbations, a proper sliding surface and a hitting controller are proposed (the invariance property of the variable structure systems implies that the plant error term and the reference model input disappear on the sliding mode). A control feedback gain matrix is chosen so that the specified error state covariance can be achieved in the proposed sliding mode. A numerical example is also presented.