Parametrization of all Linear Compensators for Discrete-Time Stochastic Parameter Systems
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For discrete-time stochastic parameter systems, this paper presents a characterization of all state covariances assignable by a linear controller and a parametrization of all controllers that achieves a desired covariance. These results indirectly provide the parametrization of all linear fixed-order compensators which are mean square stabilizing for this class of systems. The paper also includes robustification of the derived compensators and an example to illustrate the results.
Yaz, Edwin E. and Skelton, Robert E., "Parametrization of all Linear Compensators for Discrete-Time Stochastic Parameter Systems" (1994). Electrical and Computer Engineering Faculty Research and Publications. 734.