IEICE TRANSACTIONS on Fundamentals
Covariance Control for Bilinear Stochastic Systems via Sliding Mode Control Concept
Summary :
Based on the concept of sliding mode control, we study the problem of steady state covariance assignment for bilinear stochastic systems. We find that the invariance property of sliding mode control ensures nullity of the matched bilinear term in the system on the sliding mode. By suitably using Ito calculus, the controller u(t) can be designed to force the feedback gain matrix G to achieve the goal of steady state covariance assignment. We also compare our method with other approaches via simulations.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E90-A No.12 pp.2957-2961
- Publication Date
- 2007/12/01
- Publicized
- Online ISSN
- 1745-1337
- DOI
- 10.1093/ietfec/e90-a.12.2957
- Type of Manuscript
- LETTER
- Category
- Systems and Control
Authors
Keyword
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Koan-Yuh CHANG, Tsung-Lin CHENG, "Covariance Control for Bilinear Stochastic Systems via Sliding Mode Control Concept" in IEICE TRANSACTIONS on Fundamentals,
vol. E90-A, no. 12, pp. 2957-2961, December 2007, doi: 10.1093/ietfec/e90-a.12.2957.
Abstract: Based on the concept of sliding mode control, we study the problem of steady state covariance assignment for bilinear stochastic systems. We find that the invariance property of sliding mode control ensures nullity of the matched bilinear term in the system on the sliding mode. By suitably using Ito calculus, the controller u(t) can be designed to force the feedback gain matrix G to achieve the goal of steady state covariance assignment. We also compare our method with other approaches via simulations.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1093/ietfec/e90-a.12.2957/_p
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@ARTICLE{e90-a_12_2957,
author={Koan-Yuh CHANG, Tsung-Lin CHENG, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Covariance Control for Bilinear Stochastic Systems via Sliding Mode Control Concept},
year={2007},
volume={E90-A},
number={12},
pages={2957-2961},
abstract={Based on the concept of sliding mode control, we study the problem of steady state covariance assignment for bilinear stochastic systems. We find that the invariance property of sliding mode control ensures nullity of the matched bilinear term in the system on the sliding mode. By suitably using Ito calculus, the controller u(t) can be designed to force the feedback gain matrix G to achieve the goal of steady state covariance assignment. We also compare our method with other approaches via simulations.},
keywords={},
doi={10.1093/ietfec/e90-a.12.2957},
ISSN={1745-1337},
month={December},}
Copy
TY - JOUR
TI - Covariance Control for Bilinear Stochastic Systems via Sliding Mode Control Concept
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 2957
EP - 2961
AU - Koan-Yuh CHANG
AU - Tsung-Lin CHENG
PY - 2007
DO - 10.1093/ietfec/e90-a.12.2957
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E90-A
IS - 12
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - December 2007
AB - Based on the concept of sliding mode control, we study the problem of steady state covariance assignment for bilinear stochastic systems. We find that the invariance property of sliding mode control ensures nullity of the matched bilinear term in the system on the sliding mode. By suitably using Ito calculus, the controller u(t) can be designed to force the feedback gain matrix G to achieve the goal of steady state covariance assignment. We also compare our method with other approaches via simulations.
ER -
English
