中立型随机时滞系统的鲁棒稳定与H_∞控制  

Robust Stochastic Stabilization and H_∞ Control of Uncertain Neutral Stochastic Time-Delay Systems

作　　者：刘开宇[1] 张弘强[2] 

机构地区：[1]湖南大学数学与计量经济学院 [2]长沙理工大学信息与计算科学系,湖南长沙410076

出　　处：《湖南大学学报（自然科学版）》2008年第1期54-57,共4页Journal of Hunan University:Natural Sciences

基　　金：国家自然科学基金资助项目(10571032)

摘　　要：针对参数不确定的中立型随机时滞系统,提出鲁棒稳定与H∞控制问题.通过构造Lyapunov泛函,由I t公式,并利用Schur补原理,结合分析方法,建立了用线性矩阵不等式(LMI)表示的保证闭环系统均方渐近稳定的充分条件,由此可对状态反馈控制器作出选择.进一步给出了不确定系统鲁棒H∞控制可解性的充分条件.所得结果解决了文献中的相关问题.Several problems of robust stochastic stabilization and H∞ control for uncertain stochastic systems with time-varying delay in the state were investigated. Linear Matrix Inequality（LMI） conditions which ensure the closed-loop system mean-square asymptotically stable were established by using ItO formula, Schur theory and method of analysis. Therefore, a memoryless state feedback controller was designed, Furthermore, the sufficient conditions were obtained for the solvability of H∞ control of uncertain systems. These results have solved relevant problems in the references.

关 键 词：随机系统 时滞系统 鲁棒随机稳定 H∞控制 线性矩阵不等式 

分 类 号：O231.3[理学—运筹学与控制论]