MINIMUM-ENERGY COVARIANCE CONTROLLERS

Covariance control theory provides a parametrization of all controller s that assign a given state covariance matrix to the closed-loop syste m. Such controllers are not unique. In this note we obtain the analyti c expressions for the covariance controllers that minimize the require d control effort. These are solutions to a minimum-effort/guaranteed-p erformance design problem, in the sense that the required control effo rt is minimized subject to performance constraints guaranteed by a spe cified state covariance matrix assignment. In a different interpretati on of the results, the solutions to a minimum-effort controller redesi gn problem are obtained. Both continuous-time and discrete-time result s are presented. (C) 1997 Elsevier Science Ltd.