随机线性系统保成本控制的线性矩阵不等式方法(英文)  

An LMI Approach to Guaranteed Cost Control of Stochastic Linear Systems

作　　者：郭子君[1] 吴让泉[2] 

机构地区：[1]华南农业大学应用数学研究所,广州510642 [2]东华大学理学院,上海200051

出　　处：《运筹学学报》2008年第3期83-89,共7页Operations Research Transactions

摘　　要：考虑具有二次成本函数的随机线性系统,研究了状态反馈控制的保证成本控制问题.依据线性矩阵不等式得到了保证成本控制器存在的充分条件,最后得到了随机线性闭环系统保证成本最小的最优保证成本控制律的表达式.The guaranteed cost control problem by state feedback controllers is studied for stochastic linear systems with a given quadratic cost function. Sufficient conditions for the existence of guaranteed cost controllers are given in terms of linear matrix inequalities. And next the optimal guaranteed cost control law which minimizes the guaranteed cost of the stochastic linear closed-loop systems is also formulated.

关 键 词：运筹学 随机线性系统 保证成本控制 状态反馈控制 随机渐近稳定 线性矩阵不等式 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程] F224.0[自动化与计算机技术—控制科学与工程]