- 作者: 鍾鴻源; 張基正
- 作者服務機構: 國立中央大學電機工程學系
- 中文摘要: 在本文中,針對雙線性隨機間斷系統,提出可以指定系統一個特定矩陣值到閉路系統的狀態協方差之動態協方差控制理論。我們推導出動態控制器存在之充分及必要條件,並且描述使閉路雙線性系統達到預先設定狀態協方差之控制器集合。
- 英文摘要: In this paper the theory of dynamic covariance control, which will assign a specified matrix value to the state covariance of the closed-loop system for bilinear stochastic discrete systems, is presented.We will derive the necessary and sufficient conditions for the existence of a dynamic covariance controllerand characterize the set of controllers such that the closed-loop bilinear system can achieve the assignedstate covariance.
- 中文關鍵字: bilinear systems; dynamic covariance controller; stochastic discrete systems
- 英文關鍵字: --