On covariance control theory for linear continuous system

An alternative method for the design of covariance controllers for linear continuous systems is proposed. The method is based on the extension of the covariance assignment technique for discrete systems previously given by the authors (1992). Formulas for feedback gain vectors are provided for single-input linear continuous systems. It is shown that there is a similarity between the proposed formulas for state covariance assignment and the Bass, Gura, and Ackerman formulas for pole placement. It is also shown that the assignable state covariance matrices for linear continuous systems have a special structure.<>