Extensions of estimation and control by covariance assignment

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

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


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
Number of pages2
ISBN (Print)0780302109, 9780780302105
StatePublished - 1992
EventProceedings of the 1992 American Control Conference - Chicago, IL, USA
Duration: Jun 24 1992Jun 26 1992

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619


OtherProceedings of the 1992 American Control Conference
CityChicago, IL, USA

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering


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