带乘性噪声系统的极大似然最优估计算法  

Necessary and Sufficient Conditions of Stabilizability for First Order Control Systems with Time Delay

作　　者：张文林[1] 褚东升[2] 侯永海[2] 

机构地区：[1]青岛海洋大学电子工程系 [2]青岛海洋大学工程学院

出　　处：《青岛海洋大学学报（自然科学版）》1999年第2期332-338,共7页Journal of Ocean University of Qingdao

基　　金：中国石油天然气总公司"九五"攻关课题

摘　　要：对带乘性噪声系统（ＳＭＮ）在乘性噪声及其统计参数未知的情况下，基于极大似然准则，提出了一种分块组合优化估计算法（ＢＣＯＥＡ）。该算法不需要事先知道乘性噪声的统计参数，可同时进行状态最优估计以及乘性噪声序列和其统计参数的最优估计。Based on the Nyquist stability criterion, the necessary and sufficient conditions of stabilization are proposed for first order control systems with time delay in control term. The necessary and sufficient conditions that the control law must satisfy are obtained to assure the delay dependent stability for closed loop systems. The conditions obtained are simple. A theoretical criterion is given to determine the stability and the design of the stabilization control law of time delay systems.

关 键 词：随机系统 乘性噪声 噪声估计 最优估计算法 

分 类 号：TB535.2[理学—物理] TP13[理学—声学]