TY - GEN
T1 - Extensions of estimation and control by covariance assignment
AU - Yaz, E.
AU - Kaufman, B.
AU - NaNacara, W.
AU - Azemi, A.
PY - 1992
Y1 - 1992
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0027046214&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0027046214&partnerID=8YFLogxK
U2 - 10.23919/acc.1992.4792425
DO - 10.23919/acc.1992.4792425
M3 - Conference contribution
AN - SCOPUS:0027046214
SN - 0780302109
SN - 9780780302105
T3 - Proceedings of the American Control Conference
SP - 1816
EP - 1817
BT - Proceedings of the American Control Conference
PB - Publ by American Automatic Control Council
T2 - Proceedings of the 1992 American Control Conference
Y2 - 24 June 1992 through 26 June 1992
ER -