Eigenstructure assignment for LTI systems with stochastic parameter variations

In this paper, we present a method that has the capability of exact assignment of eigenstructure with the stochastic robustness for LTI (linear time-invariant) systems. The stochastic robustness of LTI systems is determined by the probability distributions of closed-loop eigenvalues. The stability region for a system is presented stochastically based upon the Monte Carlo evaluations. The proposed scheme is applied to designing a simple system and a flight control system with stochastic parameter variations to confirm the usefulness of the scheme.