COVARIANCE CONTROL IN A LINEAR STOCHASTIC SYSTEM

机译：线性随机系统中的协方差控制

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The new method of synthesis of the linear time-invariant multidimensional stochastic control systems, named by the co-variance control theory is presented. Unlike existing methods it allows to provide directly a specific state covariance matrix of linear system by means of feedback regulators. Necessary and sufficient accessibility conditions of a state covariance matrix for system with known parameters are certain. Formulas for all set stabilizing covariance regulators of various structures are received. The example of synthesis of a control system by landing approach of the plane in view of random perturbations is resulted.

机译：提出了一种用协方差控制理论命名的线性时不变多维随机控制系统的合成方法。与现有方法不同，它允许通过反馈调节器直接提供线性系统的特定状态协方差矩阵。具有已知参数的系统的状态协方差矩阵的充要条件是确定的。接收各种结构的所有集合稳定协方差调节器的公式。考虑到随机扰动，通过飞机的着陆进近来合成控制系统的示例。

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来源
《Saint Petersburg International Conference on Integrated Navigation Systems; 20050523-25; Saint Petersburg(RU)》|2005年|P.72-74|共3页
会议地点 Saint Petersburg(RU)
作者
V.N. Bukov; N.I. Selvesyuk;
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作者单位

Zhukovskii Air Force Engineering Academy, 3, Planetnaya St., 125190, Moscow, Russia;

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会议组织
原文格式 PDF
正文语种 eng
中图分类导航设备;
关键词
covariance matrix; system embedding technology; matrixes canonization; parametrization of the lyapunov equation;

机译：协方差矩阵；系统嵌入技术；矩阵正则化； lyapunov方程的参数化;

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专利

1. Covariance Control For Bilinear Stochastic Systems Via Sliding Mode Control Concept [J] . Koan, Yuh CHANG, Tsung, IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences . 2007,第12期

机译：滑模控制概念对双线性随机系统的协方差控制
2. Adaptive Tracking Control for Stochastic Nonlinear Systems with Full-State Constraints and Unknown Covariance Noise [J] . Min Huifang, Xu Shengyuan, Yu Xin, Applied mathematics and computation . 2020,第1期

机译：全态约束随机非线性系统的自适应跟踪控制和未知协方差噪声
3. Adaptive finite-time control for stochastic nonlinear systems subject to unknown covariance noise [J] . Min Huifang, Xu Shengyuan, Li Yongmin, Journal of the Franklin Institute . 2018,第5期

机译：具有未知协方差噪声的随机非线性系统的自适应有限时间控制
4. Chance Constrained Covariance Control for Linear Stochastic Systems With Output Feedback [C] . Jack Ridderhof, Kazuhide Okamoto, Panagiotis Tsiotras IEEE Conference on Decision and Control . 2020

机译：机会限制了输出反馈线性随机系统的协方差控制
5. Nonlinear stochastic systems and controls: Lotka-Volterra type models, permanence and extinction, optimal harvesting strategies, and numerical methods for systems under partial observations [D] . Tran, Ky Quan. 2016

机译：非线性随机系统和控制：Lotka-Volterra类型模型，持久性和灭绝，最优收获策略以及部分观测下系统的数值方法
6. Heat Shock Response in CHO Mammalian Cells Is Controlled by a Nonlinear Stochastic Process [O] . Ovidiu Lipan, Jean-Marc Navenot, Zixuan Wang, 2007

机译：CHO哺乳动物细胞的热激响应受非线性随机过程控制。
7. Covariance Control for Bilinear Stochastic Systems via Sliding Mode Control Concept [O] . Chang K. Y. 2012

机译：滑模控制概念的双线性随机系统协方差控制
8. Optimal Stochastic Control of Linear Stochastic Systems with Poisson Process Coefficients. [R] . Li, C. W., Blankenship, G. L. 1985

机译：具有泊松过程系数的线性随机系统的最优随机控制。

COVARIANCE CONTROL IN A LINEAR STOCHASTIC SYSTEM

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