Robust covariance control

  • J. H. Xu
  • R. E. Skelton
Conference paper
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 183)


This paper extands first the covariance assignment theory for continuous time systems to the assignment of a covariance upper bound in the presence of structured perturbations. A systematic way is given to construct an assignable covariance upper bound for the purpose of robust design.


Closed Loop System Algebraic Riccati Equation Continuous Time System Structure Perturbation Assignability Condition 
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Copyright information

© Springer-Verlag 1992

Authors and Affiliations

  • J. H. Xu
    • 1
  • R. E. Skelton
    • 1
  1. 1.School of Aeronautics & AstronauticsPurdue UniversityWest Lafayette

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