@techreport{oai:jaxa.repo.nii.ac.jp:00044745,
 author = {永安, 正彦 and NAGAYASU, Masahiko},
 month = {Feb},
 note = {This paper discusses optimal instantaneous state feedback control problems for time-invariant linear systems with additive white disturbances. Linear stochastic control problems, based on the quadratic performance criterion, have been considered many times over the past years. The relationships, however, between performance criterion and behavior of the resultant closed loop system are still in question today. The purpose of this paper is to present a design approach from the viewpoint, in which the state covariance matrix of the closed loop system is specified, and show the method of determining optimal constant feedback gains. The primary design objective is to make the stationary state covariance matrix coincide with the prescribed covariance matrix. As is shown, the state feedback gain matrix through which the state covariance of the closed loop system converges with that prescribed can be found as the time tends to infinity if and only if the dimension of the state variable is equal to the dimension of the control variable. If the former is greater than the latter, certain constraints imposed on the prescribing covariance matrix are derived. Using gradient matrices, the optimal feedback gain matrix is obtained under the requirement of the state covariance coinciding with that prescribed for minimizing the control effort., 資料番号: NALTR0492000, レポート番号: NAL TR-492},
 title = {外乱を受ける線形状態フィードバック系の状態変数の共分散指定による設計法},
 year = {1977}
}