Development of Covariance Control Methods

近三十年来，特征值-特征向量分配控制和二次优化控制（包括LQR、LQG、LQR- ltr）是多输入多输出系统中最流行的控制器设计方法。然而，这些方法只能保证控制系统的状态向量作为一个整体表现良好。关于单个状态变量的瞬态行为，我们说得很少。这个建议引入了协方差控制的思想，这是一种确保每个状态变量分别“良好行为”的方法。我们相信协方差控制可以变得比更流行的状态空间控制方法更强大和有用。

For almost thirty years, control by eigenvalue-eigenvector assignment and quadratic optimization (including LQR, LQG, LQR-LTR) have been the most popular controller design methods for multi-input, multi-output systems. However, these methods can only guarantee that the control system state vector as a whole behaves well. Very little is said about the transient behavior of individual state variables. This proposal introduces the idea of Covariance Control, which is a method for ensuring a "good behavior" of each state variable separately. We believe that covariance control can become more powerful and useful than the more popular state-space control methods.