基于LMI的不确定随机系统输出反馈保性能控制  

Output Feedback Guaranteed Cost Control of Uncertain Stochastic Systems Based on LMI

作　　者：高振斌[1] 钱富才[1] 刘丁[1] 

机构地区：[1]西安理工大学自动化与信息工程学院,陕西西安710048

出　　处：《信息与控制》2008年第4期385-390,共6页Information and Control

基　　金：高等学校博士学科点专项科研基金资助项目(20060700007);陕西省自然科学基金资助项目(2005F15)

摘　　要：针对一类不确定连续随机系统,研究了具有输出反馈控制器的保性能控制.首先,对于范数有界的不确定随机系统,得到了具有输出反馈控制器的闭环系统的二次型性能指标的上界一般形式.其次,应用线性矩阵不等式技术,研究了其闭环系统的二次稳定和二次保性能稳定;并且依据线性矩阵不等式优化方法,得到了使闭环系统渐近稳定的最优输出反馈保性能控制器.最后,给出仿真算例,验证本文方法的可行性和有效性.The guaranteed cost control with output feedback controllers is presented for a class of uncertain continoustime stochastic systems. Firstly, for uncertain stochastic systems with bounded norm, the general form of the upper bound of quadratic performance index for closed-loop systems with output feedback controller is derived. Secondly, linear matrix inequality （LMI） is used to discuss the quadratic stability and quadratic guaranteed cost stability of the closed-loop system, and with the help of LMI optimization approach, the optimal output feedback guaranteed cost controller is obtained to make the closed-loop system asymptotically stable. Finally, a simulation example is given to illustrate the feasibility and effectiveness of the presented method.

关 键 词：随机系统 输出反馈 保性能控制 线性矩阵不等式 

分 类 号：TP275[自动化与计算机技术—检测技术与自动化装置]