Parametrization of All Linear Compensators for Discrete-time Stochastic Bilinear Systems

Authors

Edwin E. Yaz, Marquette UniversityFollow
Robert E. Skelton, Purdue University

Document Type

Article

Publication Date

7-1993

Publisher

Elsevier

Source Publication

IFAC Proceedings Volumes

Source ISSN

1474-6670

Original Item ID

DOI: 10.1016/S1474-6670(17)48987-7

Abstract

For discrete-time stochastic bilinear systems, this paper presents a characterization of all state covariances assignable by linear controller schemes and a parametrization of all controllers that achieve 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.

Comments

IFAC Proceedings Volumes, Vol. 26, No. 2 (July 1993): 483-486. DOI.

Recommended Citation

Yaz, Edwin E. and Skelton, Robert E., "Parametrization of All Linear Compensators for Discrete-time Stochastic Bilinear Systems" (1993). Electrical and Computer Engineering Faculty Research and Publications. 767.
https://epublications.marquette.edu/electric_fac/767