线性随机系统有限时间H_∞控制  

Finite-time H_∞control for linear stochastic systems

作　　者：严志国[1] 张国山[1] 

机构地区：[1]天津大学电气与自动化工程学院,天津300072

出　　处：《控制与决策》2011年第8期1224-1228,共5页Control and Decision

基　　金：国家自然科学基金项目(60674019;61074088)

摘　　要：讨论一类具有时变、有限能量外部扰动的线性随机系统有限时间H_∞控制问题.首先,给出了线性随机系统有限时间H_∞控制问题的定义;然后,通过构造Lyapunov-Krasovskii函数,并结合线性矩阵不等式,给出了随机系统有限时间H_∞控制器有解的充分条件;进一步,将该问题简化为具有线性矩阵不等式约束的优化问题,并给出了相应的求解算法;最后,通过数值算例表明了该设计方法的有效性.The finite time Ho~ control problem for a class of linear stochastic systems with norm bounded exogenous disturbance is considered. Firstly, the definition of finite time H∞ control of linear stochastic systems is given. Then by constructing Lyapunov-Krasoviskii function and using linear matrix inequality approach, a sufficient condition for finite time H~ control of linear stochastic systems is presented. Furthermore, the problem is reduced to the optimization problem under the constraint of linear matrix inequalities and the corresponding solving algorithm is given. Finally, an example is presented to demonstrate the effectiveness of the proposed method.

关 键 词：随机系统 有限时间H∞控制 时变外界干扰 线性矩阵不等式 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]