严格反馈Markov跳跃非线性系统风险灵敏度设计  

Risk-sensitive control design for strict-feedback nonlinear stochastic systems with Markovian jump

作　　者：王传锐[1] 季海波[1] 王兴虎[1] 

机构地区：[1]中国科学技术大学自动化系,合肥230027

出　　处：《控制与决策》2013年第1期49-54,60,共7页Control and Decision

基　　金：国家自然科学基金项目(60674029)

摘　　要：在无限时区风险灵敏度指标下,研究了一类具有严格反馈形式的Markov跳跃非线性系统的控制器设计问题.首先,将此问题的可解性转化为一类HJB方程的可解性;然后根据此方程,构造性地给出一个与模态无关的控制器,此控制器可保证闭环系统是依概率有界的,且风险灵敏度指标不大于任意给定的正常数,特别地,当噪声项在原点处消逝时,能够确保风险灵敏度指标为零;最后,通过仿真例子验证了理论结果的正确性.The controller design for a class of strict-feedback nonlinear stochastic systems with Markovian jump under a risk-sensitive cost function criterion is studied. Firstly, this problem is solvable if a class of HJB equation is solvable. Then, a constructive control law, which is independent of the regime, is designed based on this HJB equation, which guarantees any desired positive level of long-term average cost for a given risk-sensitivity parameter and achieve boundedness in probability for the closed-loop system. As a special case, when the vector fields for the disturbance vanish at the origin, the control law can actually guarantee a zero long-term average cost for the closed-loop system. Finally, an example is given to illustrate the correctness of the main results.

关 键 词：Markov跳跃非线性系统 风险灵敏度控制 积分反推 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]