Development of Covariance Control Methods

近30年来，特征值-特征向量配置控制 和二次优化（包括LQR，LQG，LQR-LTR）已经成为 最流行的多输入、多输出控制器设计方法 系统. 然而，这些方法只能保证控制 系统状态向量作为整体表现良好。 很少有人说 关于个体状态变量的瞬态行为。 这 该提案引入了协方差控制的思想，这是一种方法 用于分别确保每个状态变量的“良好行为”。 我们 我相信协方差控制可以变得更加强大和有用 更流行的状态空间控制方法。

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.