方差约束下线性连续系统的多指标随机控制

Studies on Multiobjective State-Feedback Control for Linear Continuous Systems with Variance Constraints*

中文关键词  线性连续随机系统  H∞控制  鲁棒控制  约束方差设计  区域极点配置

英文关键词  linear continuous stochastic systems  H∞ control  robust control  constrained variance design  regional pole placement

中文摘要

      本文由两部分组成， 第一部分考虑具有给定H∞范数、圆形区域极点及稳态方差约束的线性连续系统的控制器设计问题， 第二部分则进一步研究方差及圆形区域极点约束下不确定线性连续系统的性能鲁棒控制器设计问题. 文中提出有效的代数黎卡提方程方法来解决如上问题， 并用数值算例说明所提方法的直接性与可行性.

英文摘要

      This paper consists of two parts.ln the first part,the problem of controller design for linear continuous systems with prespecified H∞ norm,circular pole and steady-state variance constraints is considered. Furthermore,in the second part,the problem of performance robust con-troller design for linear continuous uncertain systems with variance and circular pole constraints is studied. Effective,algebraic,modified Riccati equation approaches are developed to solve the addressed problems. Numerical examples are provided to show the usefulness and applicability of the present approaches.