基于滚动时域Markov跳变系统的H_∞控制  

H_∞ CONTROL FOR MARKOV JUMP SYSTEMS BASED ON RECEDING HORIZON

作　　者：刘晓华[1] 肖琳[1] 杨园华[1] 

机构地区：[1]鲁东大学数学与统计科学学院,烟台264025

出　　处：《系统科学与数学》2015年第8期927-938,共12页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(61174097)资助课题

摘　　要：针对带有外界干扰的离散Markov跳变系统,研究了滚动时域的H_∞控制问题.基于多步控制策略,利用反馈控制序列以及依赖于模态矩阵的Lyapunov函数,设计H_∞预测控制器,并且扩大了控制器的可行域范围.对于跳变模态间的转移概率部分未知的情形,得到保证鲁棒预测控制递归可行性的充分条件.通过将优化问题转化为半正定规划问题,给出基于滚动时域的H_∞控制器算法.仿真实例验证了所提出方法的有效性.The H∞ control problem of receding horizon is studied for the discrete- time Markov jump systems with additive disturbance. Based on multi-step control strategy, the Hoo predictive controller is presented by using of the feedback control series and the Lyapunov function with mode state of the systems. The feasible region of the controller is enlarged. Subject to the partly unknown transition probabilities between jump modes, the sufficient conditions is derived for ensuring the recursive feasibility of robust model predictive control. And the H∞ control algorithm of receding horizon is given by solving the positive semi-definite programming problem. A simulation example shows the effectiveness of the proposed algorithm.

关 键 词：MARKOV跳变系统 滚动时域控制 H∞控制 线性矩阵不等式 

分 类 号：O211.62[理学—概率论与数理统计] O231[理学—数学]