离散随机系统输出反馈协方差配置

于由协主差配置理论可以比传统的控制设计方法更直接地将闭环系统状态协方差配置到指定值，因此该理论成为近年来人们研究的一个热点。然而，在已有的基于输出反馈的离散系统协方差控制文献中均未考虑测量噪声的影响。为此，该文研究含测量噪声的线性离散随机系统的输出反馈协方差控制问题，即设计输出反馈控制器，使闭环系统达到预先给定的稳态状态协方差。基于矩阵分解技巧和广义逆理论，文中导出了期望控制器存在的充要条件及其解

Output Feedback Control for Discrete Stochastic Systems with Covariance Assignment

The state covariance assignment(SCA) theory has been extensively investigated since the SCA theory provides a more straightforward methodology than the traditional control theory for assigning a specified state covariance to the colsed loop system.Unfortunately,the exisitng SCA theory via output feedback does not take into account the measurement noise.In this paper,the problem of covariance assignment is studied for linear discrete stochastic systems with measurement noise.The purpose of this problem is to design output feedback controllers so that the colsed loop system can achieve the specified steady state covariance.Based on the matrix decomposition technique and the generalized inverse theory,both the existence conditions and the analytical expression of the desired controllers are given.