离散时间多输入时滞随机系统的镇定性  

Stabilization for discrete-time stochastic systems with multiple input delay

作　　者：高荣[1,2] 张焕水[1] GAO Rong ZHANG Huan-shui(School of Control Science and Engineering, Shandong University, Jinan 250061, Shandong, China School of Mathematics and Statistics Science, Ludong University, Yantai 264000, Shandong, China)

机构地区：[1]山东大学控制科学与工程学院,山东济南250061 [2]鲁东大学数学与统计科学学院,山东烟台264000

出　　处：《山东大学学报（理学版）》2017年第4期105-110,共6页Journal of Shandong University(Natural Science)

基　　金：山东省泰山学者建设工程项目;国家自然科学基金资助项目(61120106011;61573221)

摘　　要：主要研究具有多输入时滞和乘性噪声的离散时间随机系统滚动时域镇定性问题。首先,构造新的性能指标,研究该性能指标的性质,得到系统滚动时域均方镇定的充分条件,该充分条件可以通过线性矩阵不等式进行求解。然后,在该条件下得到显式的镇定控制器。This paper mainly investigates the mean square stabilization problem for discrete-time stochastic system with multiple input delay and multiplicative noises based on receding horizon control （RHC）. First, a new cost was designed and the property of this cost function was studied. ＂Then the sufficient mean square stabilization condition was obtained. This condition can be verified by solving linear matrix inequality. The explicit controller can be derived under this condition.

关 键 词：耦合Riccati方程 输入时滞 随机系统 均方镇定性 滚动时域控制 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]