S. Baromand

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The idea of covariance control is to construct the state covariance matrix (P) according to the desired performance of the linear stochastic system and then to assign this P to the closed-loop stochastic system. Our approach deals with the problem of describing a covariance state space model for stochastic systems. We employ a control design methodology(More)
The idea of covariance control is to construct the state covariance matrix (P) to assign this P to the closed-loop stochastic system. In this paper the main idea is output covariance control based on converting the conventional differential equations governing the temporal behavioral of the covariance matrix into the state space vector equations. We derived(More)
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