Extensions of estimation and control by covariance assignment

E. Yaz, B. Kaufman, W. NaNacara, Asad Azemi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Covariance assignment has been successfully used for various classes of systems. In the present work, we present four interesting extensions of this technique. First we propose artificial noise addition to bypass the restrictive rank requirement imposed for covariance assignment filtering, and discuss the resulting assignability conditions. Second, the covariance to be assigned in control is relaxed to a positive semidefinite one. Finally, a monotonic relationship between the covariance matrix to be assigned and the geometric mean of the resulting closed loop eigenvalues are shown.

Original languageEnglish (US)
Title of host publicationProceedings of the American Control Conference
PublisherPubl by American Automatic Control Council
Pages1816-1817
Number of pages2
Volume2
ISBN (Print)0780302109
StatePublished - Dec 1 1992
EventProceedings of the 1992 American Control Conference - Chicago, IL, USA
Duration: Jun 24 1992Jun 26 1992

Other

OtherProceedings of the 1992 American Control Conference
CityChicago, IL, USA
Period6/24/926/26/92

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Covariance matrix

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering

Cite this

Yaz, E., Kaufman, B., NaNacara, W., & Azemi, A. (1992). Extensions of estimation and control by covariance assignment. In Proceedings of the American Control Conference (Vol. 2, pp. 1816-1817). Publ by American Automatic Control Council.
Yaz, E. ; Kaufman, B. ; NaNacara, W. ; Azemi, Asad. / Extensions of estimation and control by covariance assignment. Proceedings of the American Control Conference. Vol. 2 Publ by American Automatic Control Council, 1992. pp. 1816-1817
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Yaz, E, Kaufman, B, NaNacara, W & Azemi, A 1992, Extensions of estimation and control by covariance assignment. in Proceedings of the American Control Conference. vol. 2, Publ by American Automatic Control Council, pp. 1816-1817, Proceedings of the 1992 American Control Conference, Chicago, IL, USA, 6/24/92.

Extensions of estimation and control by covariance assignment. / Yaz, E.; Kaufman, B.; NaNacara, W.; Azemi, Asad.

Proceedings of the American Control Conference. Vol. 2 Publ by American Automatic Control Council, 1992. p. 1816-1817.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Yaz E, Kaufman B, NaNacara W, Azemi A. Extensions of estimation and control by covariance assignment. In Proceedings of the American Control Conference. Vol. 2. Publ by American Automatic Control Council. 1992. p. 1816-1817