基于状态观测器的多面体不确定随机广义系统鲁棒预测控制  

Robust model predictive control for stochastic singular systems with polytopic uncertainty based on state observer

作　　者：刘晓华[1] 韩旭[1] 

机构地区：[1]鲁东大学数学与信息学院,山东烟台264025

出　　处：《控制与决策》2013年第4期600-604,共5页Control and Decision

基　　金：国家自然科学基金项目(61174097)

摘　　要：针对It o型多面体不确定随机广义系统,提出一种离线观测器型鲁棒预测控制器的综合方法.通过构造带有误差项的增广随机Lyapunov函数,运用多维It o公式和LMI方法,将"min-max"随机规划问题等价转化为一组线性矩阵不等式的求解问题;给出了控制器存在的充分条件和参数表达式,证明了初始时刻的可行解可以保证闭环广义系统的随机容许性.仿真算例验证了该方法的有效性.The problem of robust predictive control is investigated for stochastic singular systems with polytopic uncertainty, and a design method of robust predictive controller based on off-line state observer is proposed. By constructing the Lyapunov function with the error terms, using multidimensional It6 formula and LMI methods, the ＂min-max＂ stochastic programming problem is converted into the solvability problem of a group of LMIs, and then the expression and sufficient conditions for the existence of the control law are given. It is proved that the stochastic admissible property of the closed-loop singular systems is guaranteed by the initial feasible solutions of the optimization problem. A simulation example illustrates the effectiveness of the proposed method.

关 键 词：鲁棒预测控制 随机广义系统 ITO公式 状态观测器 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]