Covariance control for bilinear stochastic systems via sliding mode control concept

Koan Yuh Chang, Tsung Lin Cheng

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

Based on the concept of sliding mode control, we study the problem of steady state covariance assignment for bilinear stochastic systems. We find that the invariance property of sliding mode control ensures nullity of the matched bilinear term in the system on the sliding mode. By suitably using Ito calculus, the controller u(t) can be designed to force the feedback gain matrix G to achieve the goal of steady state covariance assignment. We also compare our method with other approaches via simulations.

Original languageEnglish
Pages (from-to)2957-2961
Number of pages5
JournalIEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
VolumeE90-A
Issue number12
DOIs
Publication statusPublished - 2007 Dec

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All Science Journal Classification (ASJC) codes

  • Signal Processing
  • Computer Graphics and Computer-Aided Design
  • Electrical and Electronic Engineering
  • Applied Mathematics

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