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]
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 672  全文点击 345  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  
作者单位
朱纪洪,郭治 南京理工大学自动控制系 
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.