대한전기학회:학술대회논문집 (Proceedings of the KIEE Conference)
- 대한전기학회 1998년도 하계학술대회 논문집 B
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- Pages.443-445
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- 1998
Lyapunov 행렬방정식의 역해를 이용한 선형 이산시스템의 공분산제어
On covariance control theory for linear discrete systems via inverse solution of the Lyapunov matrix equation
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Kim, Ho-Chan
(Cheju National University)
;
- Choi, Chong-Ho (Seoul National University) ;
- Kim, Sang-Hyun (Cheju National University)
- 발행 : 1998.07.20
초록
In this paper, an alternate method for state-covariance assignment for SISO(single input single output) linear systems is proposed. This method is based on the inverse solution of the Lyapunov matrix equation and the resulting formulas are similar in structure to the formulas for pole placement. Further, the set of all assignable covariance matrices to a SISO linear system is also characterized.