含随机干扰的线性离散系统前馈-反馈最优控制  

Feed forward-feedback Optimal Control for Linear Discrete Systems with Random Interference

作　　者：赵艳东[1] 刘尚麟[1] 

机构地区：[1]青岛科技大学自动化与电子工程学院,青岛266042

出　　处：《控制工程》2017年第11期2296-2299,共4页Control Engineering of China

基　　金：国家自然科学基金(61472195)

摘　　要：为研究具有高斯白噪声的持续外界随机扰动线性离散系统的最优控制问题。提出了对于随机干扰的处理算法,并给出基于卡尔曼滤波方法的推导过程。利用求解Riccati方程和Stein方程推导出前馈-反馈最优控制律,根据分离原理推导出随机干扰的线性离散系统前馈-反馈最优控制律。通过仿真试验表明,噪声系统得到有效的改善,并在抑制外部扰动和鲁棒性方优于经典的状态反馈最优控制。This paper considers the optimal control problem of linear discrete systems affected by external persistent random disturbances with white Gaussian noise and proposes an algorithm for processing random interferences based on the Kalman filter. By solving the Riccati equation and Stein equation, a feedforward-feedback optimal control law is derived and a feedforward-feedback optimal control law for linear discrete systems with random interferences is derived according to the separation principle. The simulation experiments show that the system with noise interference can be effectively improved and the feedforward-feedback optimal control performs better than the classical feedback optimal control in external disturbance suppression and robustness.

关 键 词：线性离散系统 前馈-反馈控制 最优控制 持续扰动 高斯白噪声 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]