Covariance control for bilinear stochastic systems via sliding mode control concept

Koan Yuh Chang, Tsung Lin Cheng

研究成果: Article

5 引文 斯高帕斯(Scopus)

摘要

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.

原文English
頁(從 - 到)2957-2961
頁數5
期刊IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
E90-A
發行號12
DOIs
出版狀態Published - 2007 十二月

    指紋

All Science Journal Classification (ASJC) codes

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

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