关于约束方差控制器的评估问题的研究

On the Evaluation of Stochastic Controllers for Systems with Variance Constraints

中文关键词  随机控制  离散系统  方差约束

英文关键词  stochastic control  discrete systems  variance constraints

中文摘要

      本文研究当系统的性能指标表现为系统输入及输出的方差约束时一类随机控制器的评价问题，给出了系统反馈输入及输出的辨识算法。该算法可用来评价反馈控制器能否使反馈系统满足既定的方差约束，以便在对实际系统实施控制之前及时调整控制器，从而达到设计目的。

英文摘要

      The performance requirements of many engineering control problems are naturally described in terms of variance values of system inputs, outputs and states. The primary purpose of this paper is to deal with the problem of evaluating the stochastic controllers for systems with variance constraints. The algorithm to identify the variances of system inputs and outputs is presented. This algorithm may be used to evaluate that if the stochastic controllers can make the feedback system meet the prespecified variance constraints, so that the controllers can be appropriately adjusted prior to its implementation on practical systems and the design goal can be achieved.