引用本文: | 朱纪洪,郭治.一类不确定随机系统的鲁棒H∞约束方差控制*[J].控制理论与应用,1996,13(2):230~234.[点击复制] |
ZHU Jihong and GUO Zhi.The Robust H∞ Variance Control of Stochastic System with Uncertainty[J].Control Theory and Technology,1996,13(2):230~234.[点击复制] |
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一类不确定随机系统的鲁棒H∞约束方差控制* |
The Robust H∞ Variance Control of Stochastic System with Uncertainty |
摘要点击 866 全文点击 413 投稿时间:1994-09-13 修订日期:1995-08-11 |
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DOI编号 |
1996,13(2):230-234 |
中文关键词 线性连续随机系统 方差约束 状态反馈 不确定系统 H∞控制 |
英文关键词 linear continuous stochastic system variance constraints state feedback uncertain systems H∞ control |
基金项目 |
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中文摘要 |
本文根据H∞优化设计理论及稳态状态协方差配置的系统综合方法.利用一个修正的Riccati方程,对一类具有参数扰动的不确定线性随机系统讨论了鲁棒状态反馈控制器设计.使得闭环系统不但鲁棒稳定并具有指定的稳定裕度;而且系统性能也是鲁棒的,闭环系统同时满足给定的H∞性能指标及状态方差上限约束. |
英文摘要 |
According to H∞ control theory and steady state covariance assignment design method. a stability and performance robust state feedback controller is proposed for a class of linear stochastic systems with model parameter uncertainties from a modified Riccati equation. The closed-loop system will have prespecified steady margin and H∞ Performance index. And the steady-state variance will satisfy constraints for all permitted disturbances. |