Constrained Variance Design With Pole Assignment
配置极点的约束方差设计

Performance requirements of many stochastic control problems are naturally described in terms of variance or upper bounds of the system states. This paper studies the conditions of existence of linear feedback controllers, which make the closed-loop system meet the specified variance constraints and achieve the desired poles. A concrete design method is also presented. It is shown by an example that the present approach has the characteristics of directness and simplicity.