| 引用本文: | 刘光明,苏为洲.具有乘性噪声的线性离散时间随机控制系统综述[J].控制理论与应用,2013,30(8):929~946.[点击复制] |
| LIU Guang-ming,SU Wei-zhou.Survey of linear discrete-time stochastic control systems with multiplicative noises[J].Control Theory and Technology,2013,30(8):929~946.[点击复制] |
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| 具有乘性噪声的线性离散时间随机控制系统综述 |
| Survey of linear discrete-time stochastic control systems with multiplicative noises |
| 摘要点击 3299 全文点击 3742 投稿时间：2012-12-05 修订日期：2013-03-05 |
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| DOI编号 10.7641/CTA.2013.21226 |
| 2013,30(8):929-946 |
| 中文关键词 线性离散时间随机系统 乘性噪声 均方镇定 随机最优控制 最优估计 |
| 英文关键词 linear discrete-time stochastic systems multiplicative noises mean-square stabilization stochastic optimal control optimal estimation |
| 基金项目 国家自然科学基金重点资助项目(60834003); 国家自然科学基金资助项目(61273109, 60774057). |
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| 中文摘要 |
| 具有乘性噪声的随机不确定系统的控制问题有着广泛的应用背景. 本文概述了具有乘性噪声的线性离散时间随机系统的稳定性分析、均方镇定、最优控制以及最优估计问题和相关结论. 同时, 本文研究了具有状态与控制乘性噪声的线性多变量离散时间系统的均方镇定和最优控制问题, 分析了这两个问题之间的联系, 并讨论了最优状态反馈控制器的设计算法. |
| 英文摘要 |
| The stochastic control for uncertain systems with multiplicative noises has been finding its applications in many fields. This paper reviews in a systematic manner several recent results on stability analysis, mean-square stabilization, optimal control and estimation for linear discrete-time stochastic uncertain systems with multiplicative noises. For some problems, we pose some new viewpoints and clarify the intrinsic relation between them. Besides, state feedback design algorithms are investigated. |