Covariance equation for a floating-point regulator system
Robert Rink, Hoi Chong · IEEE Transactions on Automatic Control · 1979
Derived are linear equations that can be solved for the steady-state covariance matrix of the plant and observer states of a closed-loop regulator system which employs finite wordlength A/D conversion and floating-point computation in the observer/controller subsystem. The covariances quantify the effects of finite wordlengths on system performance in the design of digital state regulator systems.