Control Of Continuous-time Linear Systems Research Articles

Covariance controllers for linear continuous-time systems

Abstract Necessary and sufficient conditions are given for the existence of a controller of specified order n c which will assign a specified matrix value X to the covariance of the closed-loop system. If a solution exists, the entire set of stabilizing controllers that assign X are parameterized by a certain skew symmetric matrix.

Matrix Quadratic Solutions

Matrix quadratic equation solution derivation applied in finding steady state solutions of Riccati differential equations with constant coefficients