引用本文:王子栋,郭 治.双线性随机离散系统的协方差配置控制及设计[J].控制理论与应用,1994,11(2):153~160.[点击复制]
WANG Zidong,GUO Zhi.Covariance Assignment Control and Design for Bilinear Stochastic Discrete Systems[J].Control Theory and Technology,1994,11(2):153~160.[点击复制]
双线性随机离散系统的协方差配置控制及设计
Covariance Assignment Control and Design for Bilinear Stochastic Discrete Systems
摘要点击 844  全文点击 362  投稿时间:1992-10-20  修订日期:1993-05-08
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DOI编号  
  1994,11(2):153-160
中文关键词  双线性随机离散系统  协方差控制  状态协方差配置
英文关键词  bilinear stochastic discrete systems  covariance control  state covariance assignment
基金项目  
作者单位
王子栋,郭 治 南京理工大学应用数学系 
中文摘要
      本文提出并讨论了一类双线性随机离散系统的协方差配置控制问题。给出了由状态反馈可配置的状态协方差的集合,以及能配置这些状态协方差的状态反馈增益阵的集合。在状态方差受约束的情形下,本文给出了反馈控制器的设计步骤及数值例子。
英文摘要
      In this paper the problem of covariance assignment control for bilinear stochastic discrete systems is introduced and discussed. The entire set of state covariance which may be assigned by state feedback is characterized and the set of all feedback controller which may assign an admissible covariance to the system is also given. Upon the conditions that the state variance is constrained, the method of designing desired controller is presented and an example is also provided.