方差约束下不确定性离散时间系统的鲁棒性H控制

Robust H∞ Control for Uncertain Linear Discrete-Time Systems with Variance Constraints*

中文关键词  离散随机系统  不确定控制  H控制  约束方差设计  状态反馈

英文关键词  discrete stochastic systems  uncertain systems  H∞ control  constrained variance design  state feedback

中文摘要

      本文考虑具有H∞范数及方差约束的不确定线性离散时间系统的鲁棒性控制器设计问题，即设计鲁棒控制器，使得闭环系统对所有可允的参数扰动保持渐进稳定，同时传递函数满足预先给定的H∞范数约束。且各状态的稳定方差值不大于预先给定值。结果表明，一种有效的方法可用来时的不确定线性随机离散时间系统满足给定的H∞范数约束及方差约束。

英文摘要

      The problem of robust controller design for uncertain linear discrete-time systems with H∞ norm and variance constraints is considered in this paper. The goal of this problem is to design the robust controller，which stabilizes the plant for all admissible uncertainties，such that the closed-loop transfer function has an H∞ norm less than a specified scalar and such that the variances of individual states are less than specified constants. An effective，algebraic approach is developed to achieve both H∞ norm constraint and variance constraints for uncertain linear stochastic discrete systems. A feature of this approach is that no matching condition about uncertainty is needed.