A Covariance Controller Design Incorporating Optimal Estimation for Nonlinear Stochastic Systems

[+] Author and Article Information
Wen-Jer Chang

Department of Marine Engineering and Technology, National Taiwan Ocean University, Keelung, Taiwan 20224

Hung-Yuan Chung

Department of Electrical Engineering, National Central University, Chungli, Taiwan 32054

J. Dyn. Sys., Meas., Control 118(2), 346-349 (Jun 01, 1996) (4 pages) doi:10.1115/1.2802327 History: Received May 01, 1993; Revised April 01, 1994; Online December 03, 2007


This note addresses the problem of constrained variance design with minimizing LQG cost function via the method of covariance control incorporating the optimal estimation for nonlinear stochastic systems. The nonlinear stochastic systems are first linearized and then are examined by way of the technique of describing functions. Finally, an application of this approach to a position servomechanism is illustrated by a numerical example.

Copyright © 1996 by The American Society of Mechanical Engineers
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