Automatica, Vol.30, No.6, 945-955, 1994
Parametrization of All Linear Compensators for Discrete-Time Stochastic Parameter-Systems
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.
Keywords:OPTIMAL PROJECTION EQUATIONS;STABILITY;ROBUSTNESS;STABILIZABILITY;PERFORMANCE;FEEDBACK;NOISE